Numerical methods for stochastic control problems in continuous time
Harold J. Kushner, Paul Dupuis
| Year of publication: |
2001 ; Second edition
|
|---|---|
| Authors: | Kushner, Harold J. ; Dupuis, Paul |
| Publisher: |
New York : Springer |
| Subject: | Numerisches Verfahren | Numerical analysis | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Theorie | Theory | Stochastische Kontrolltheorie |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [loc.gov] |
| Extent: | xii, 475 Seiten Illustrationen 25 cm |
|---|---|
| Series: | Applications of mathematics : stochastic modelling and applied probability. - Berlin : Springer, ISSN 0172-4568, ZDB-ID 194756-4. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Bibliografie enthalten ; Bibliography included ; Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Includes bibliographical references and index Hier auch später erschienene, unveränderte Nachdrucke |
| ISBN: | 0-387-95139-3 ; 978-0-387-95139-3 ; 978-1-4612-6531-3 |
| Classification: | Wahrscheinlichkeitsrechnung ; Numerische Mathematik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001498718