Sinossi
This book is concerned with numerical methods for stochastic control and optimal stochastic control problems. The random process models of the controlled or uncontrolled stochastic systems are either diffusions or jump diffusions. Stochastic control is a very active area of research and new prob lem formulations and sometimes surprising applications appear regularly. We have chosen forms of the models which cover the great bulk of the for mulations of the continuous time stochastic control problems which have appeared to date. The standard formats are covered, but much emphasis is given to the newer and less well known formulations. The controlled process might be either stopped or absorbed on leaving a constraint set or upon first hitting a target set, or it might be reflected or "projected" from the boundary of a constraining set. In some of the more recent applications of the reflecting boundary problem, for example the so-called heavy traffic approximation problems, the directions of reflection are actually discontin uous. In general, the control might be representable as a bounded function or it might be of the so-called impulsive or singular control types. Both the "drift" and the "variance" might be controlled. The cost functions might be any of the standard types: Discounted, stopped on first exit from a set, finite time, optimal stopping, average cost per unit time over the infinite time interval, and so forth.
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Book by Kushner Harold Joseph
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Numerical Methods for Stochastic Control Problems in Continuous Time (Applications of Mathematics, Vol 24)
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Hardcover. Condizione: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less. Codice articolo G0387978348I4N00
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Numerical Methods for Stochastic Control Problems in Continuous Time
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Springer Verlag, New York, NY, 1992
ISBN 10: 0387978348
ISBN 13: 9780387978345
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Hardcover. Condizione: Fine. First Edition; First Printing. First Edition (1992) , First Printing indicated by a complete numerical sequence. Fine: flawless; the binding is square and secure; the text is clean. Free of creased or dog-eared pages in the text. Free of underlining, hi-lighting, notations, or marginalia. Free of ownership names, dates, addresses, notations, inscriptions, stamps, or labels. Bright, crisp and clean. Virtually 'As New'. NOT a Remainder, Book-Club, or Ex-Library. 8vo. (9.55 x 6.35 x 1 inches) . 40 Illustrations in 43 parts. Language: English. Weight: 27.6 ounces. Hardback: No DJ 'as issued'. The book presents a comprehensive development of effective numerical methods for stochastic control problems in continuous time. The process models are diffusions, jump-diffusions or reflected diffusions of the type that occur in the majority of current applications. All the usual problem formulations are included, as well as those of more recent interest such as ergodic control, singular control and the types of reflected diffusions used as models of queuing networks. ; Applications of Mathematics; Vol. 24; Large 8vo 9" - 10" tall; ix, 439 pages. Codice articolo 58264
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Numerical Methods for Stochastic Control Problems in Continuous Time.
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gebundene Ausgabe. Condizione: Gut. 439 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann die entsprechenden Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.); der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 805. Codice articolo 2235073
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Numerical Methods for Stochastic Control Problems in Continuous Time
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New York / Berlin / Heidelberg, Springer-Verlag, 1992
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8° Gebundene Ausgabe. Condizione: Sehr gut. Applications of Mathematics Vol. 24. IX 439 Seiten Ausgetragenes Bibliotheksexemplar mit den üblichen Inventarvermerken und Stempeln. Bibliothekskarte auf Vorsatz. Biliotheksschild auf Rücken und hinterem Deckel. Markierung auf Fußschnitt. Einband berieben. Abdruck einer Büroklammer auf Schmutztitel. Erste Seiten knickspurig (bis S. 2). Papier ansonsten fast neuwertig. Buch ist allgemein in einem sehr guten Zustand. Zahlr. Abb. // Ex-library book with the usual stamps and registration numbers. Impression of a paper clip on half-title. General condition: very good. MIG-25-06B Sprache: Englisch Gewicht in Gramm: 788. Codice articolo 1845339
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Numerical Methods for Stochastic Control Problems in Continuous Time (Applications of Mathematics, Vol 24)
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U.S.A.: Springer-Verlag, 1992
ISBN 10: 0387978348
ISBN 13: 9780387978345
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Da: Atticus Books, Toronto, ON, Canada
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Hardcover. Condizione: Near Fine. No Jacket. 1st Edition. "The book presents a comprehensive development of effective numerical methods for stochastic control problems in continuous time. The process models are diffusions, jump-diffusions or reflected diffusions of the type that occur in the majority of current applications. All the usual problem formulations are included, as well as those of more recent interest such as ergodic control, singular control and the types of reflected diffusions used as models of queuing networks. Convergence of the numerical approximations is proved via the efficient probabilistic methods of weak convergence theory. The methods also apply to the calculation of functionals of uncontrolled processes and for the appropriate to optimal nonlinear filters as well. Applications to complex deterministic problems are illustrated via application to a large class of problems from the calculus of variations. The general approach is known as the Markov Chain Approximation Method. 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." (Publisher). Codice articolo HS41W
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Numerical Methods for Stochastic Control Problems in Continuous Time (Applications of Mathematics)
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Springer-Verlag New York, Inc., 1992
ISBN 10: 0387978348
ISBN 13: 9780387978345
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Da: Antiquariat Bernhardt, Kassel, Germania
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Condizione: Sehr gut. 1. Auflage,. IX, 439 Seiten, Applications of Mathematics, Band 24. Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 784 gebundene Ausgabe gebundene Ausgabe. Codice articolo 493814
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Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability).
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Berlin: Springer, 1992
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ISBN 13: 9780387978345
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Da: Antiquariat Bernhardt, Kassel, Germania
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Karton Karton. Condizione: Sehr gut. 439 Seiten Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 786. Codice articolo 485425
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Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability, 24)
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Condizione: Sehr gut. Zustand: Sehr gut | Seiten: 449 | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar. Codice articolo 41668204/202
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