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 formulatio
Numerical methods for stochastic control problems in continuous time
β Scribed by Kushner, Harold J. (Harold Joseph), 1933-
- Publisher
- New York : Springer
- Year
- 2001
- Tongue
- English
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
xii, 475 p. : 25 cm
π SIMILAR VOLUMES
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