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Více informací o knize Numerical Methods for Stochastic Control Problems in Continuous Time

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Anotace knihy

Essentially all that is required of the approximations are some natural local consistency conditions. The approximations are consistent with standard methods of numerical analysis. The required background in stochastic processes is surveyed, there is an extensive development of methods of approximation, and a chapter is devoted to computational techniques. The book is written on two levels, that of practice (algorithms and applications), and that of the mathematical development. Thus the methods and use should be broadly accessible.§

Parametry knihy

Zařazení knihy Knihy v angličtině Reference, information & interdisciplinary subjects Research & information: general Information theory

• Plný název: Numerical Methods for Stochastic Control Problems in Continuous Time
• Autor: Harold J. Kushner, Paul G. Dupuis
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 476
• EAN: 9780387951393
• ISBN: 0387951393
• ID: 01384274
• Nakladatelství: Springer-Verlag New York Inc.
• Hmotnost: 868 g
• Rozměry: 246 × 175 × 36 mm
• Datum vydání: 15. December 2000

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