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4 produkter
Numerical Methods for Stochastic Control Problems in Continuous Time
Av Harold Kushner, Paul G. Dupuis
Inbunden, 2000
1527 kr
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Changes in the second edition. The second edition differs from the first in that there is a full development of problems where the variance of the diffusion term and the jump distribution can be controlled. Also, a great deal of new material concerning deterministic problems has been added, …
Numerical Methods for Stochastic Control Problems in Continuous Time
Av Harold Kushner, Paul G. Dupuis
Häftad, 2013
1093 kr
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Changes in the second edition. The second edition differs from the first in that there is a full development of problems where the variance of the diffusion term and the jump distribution can be controlled. Also, a great deal of new material concerning deterministic problems has been added, …
Numerical Methods for Stochastic Control Problems in Continuous Time
Av Paul G. Dupuis, Harold Kushner
E-bok, 2013
1434 kr
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Changes in the second edition. The second edition differs from the first in that there is a full development of problems where the variance of the diffusion term and the jump distribution can be controlled. Also, a great deal of new material concerning deterministic problems has been added, …
Numerical Methods for Stochastic Control Problems in Continuous Time
Av Paul G. Dupuis, Harold Kushner
E-bok, 2012
1136 kr
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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 …