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<p>Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest developments. It covers effective numerical methods for stochastic control problems in continuous time on two levels, that of practice and that of mathematical development. It is broadly accessible for graduate students and researchers.</p>
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Recensione
"The second edition of this acclaimed book from Springer-Verlag has the latest theoretical and practical information on solving stochastic control problems. Including proofs and algorithms using diffusion, jump-diffusion, and other process models, the authors help make randomness a little less scary."
Amazon.com Delivers Mathematics and Statistics e-bulletin, July 2001
Contenuti
Review of Continuous Time Models.- Controlled Markov Chains.- Dynamic Programming Equations.- Markov Chain Approximation Method.- The Approximating Markov Chains.- Computational Methods.- The Ergodic Cost Problem.- Heavy Traffic and Singular Control.- Weak Convergence and the Characterization of Processes.- Convergence Proofs.- Convergence Proofs Continued.- Finite Time and Filtering Problems.- Controlled Variance and Jumps.- Problems from the Calculus of Variations: Finite Time Horizon.- Problems from the Calculus of Variations: Infinite Time Horizon.- The Viscosity Solution Approach.
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Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability, 24)
Editore:
Springer (edition 2nd), 2000
ISBN 10: 0387951393
ISBN 13: 9780387951393
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Da: BooksRun, Philadelphia, PA, U.S.A.
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Hardcover. Condizione: Good. 2nd. It's a preowned item in good condition and includes all the pages. It may have some general signs of wear and tear, such as markings, highlighting, slight damage to the cover, minimal wear to the binding, etc., but they will not affect the overall reading experience. Codice articolo 0387951393-11-1
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Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability (24))
Da: Open Books, Chicago, IL, U.S.A.
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Hardcover. Condizione: Acceptable. Notes and highlighting throughout. Stain on bottom edge. Open Books is a nonprofit social venture that provides literacy experiences for thousands of readers each year through inspiring programs and creative capitalization of books. Codice articolo mon0000627124
Quantità: 1 disponibili
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Numerical Methods for Stochastic Control Problems in Continuous Time.
Editore:
New York, Springer., 2001
ISBN 10: 0387951393
ISBN 13: 9780387951393
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Da: Universitätsbuchhandlung Herta Hold GmbH, Berlin, Germania
Valutazione del venditore 5 su 5 stelle
2nd, ed. XII, 475 p. Hardcover. 2nd Ed. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Stamped/gestempelt. Stochastic Modelling and Applied Probability , Vol. 24. Sprache: Englisch. Codice articolo 26970AB
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Numerical Methods for Stochastic Control Problems in Continuous Time (Volume 24)
Da: Anybook.com, Lincoln, Regno Unito
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Condizione: Poor. Volume 24. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Book contains pencil markings. In poor condition, suitable as a reading copy. Water damaged. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9780387951393. Codice articolo 8983226
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Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability, 24)
Da: GoldBooks, Denver, CO, U.S.A.
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Condizione: new. Codice articolo 40I25_32_0387951393
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Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability, 24)
Da: California Books, Miami, FL, U.S.A.
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Condizione: New. Codice articolo I-9780387951393
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Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability, 24)
Da: Ria Christie Collections, Uxbridge, Regno Unito
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Condizione: New. In English. Codice articolo ria9780387951393_new
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Numerical Methods for Stochastic Control Problems in Continuous Time
Print on DemandDa: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest developments. It covers effective numerical methods for stochastic control problems in continuous time on two levels, that of practice and that of mathematical development. It is broadly accessible for graduate students and researchers. 492 pp. Englisch. Codice articolo 9780387951393
Quantità: 2 disponibili
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Numerical Methods for Stochastic Control Problems in Continuous Time
Print on DemandDa: moluna, Greven, Germania
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest developments. It covers effective numerical methods for stochastic control problems in continuou. Codice articolo 5912357
Quantità: Più di 20 disponibili
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Numerical Methods for Stochastic Control Problems in Continuous Time
Da: Books Puddle, New York, NY, U.S.A.
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Condizione: New. pp. 492. Codice articolo 26290598
Quantità: 4 disponibili