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Viac informácií o knihe Numerical Methods for Stochastic Control Problems in Continuous Time

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Anotácia 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.§

Parametre knihy

Zaradenie knihy Knihy po anglicky Reference, information & interdisciplinary subjects Research & information: general Information theory

• Celý názov: Numerical Methods for Stochastic Control Problems in Continuous Time
• Autor: Harold J. Kushner, Paul G. Dupuis
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 476
• EAN: 9780387951393
• ISBN: 0387951393
• ID: 01384274
• Nakladateľ: Springer-Verlag New York Inc.
• Hmotnosť: 868 g
• Rozmery: 246 × 175 × 36 mm
• Dátum vydania: 15. December 2000

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