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"item_title" : "Numerical Methods for Stochastic Control Problems in Continuous Time",
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Numerical Methods for Stochastic Control Problems in Continuous Time
by Harold Kushner and Paul G. Dupuis
Overview
Stochastic control is a very active area of research and this monograph written by two leading authorities in the field has been updated to reflect the latest developments. It covers effective numerical methods for stochastic control problems in continuous time on two levels, that of practice (algorithms and applications) and that of the mathematical development. It is broadly accessible for graduate students and researchers.
This item is Non-Returnable
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Details
- ISBN-13: 9780387951393
- ISBN-10: 0387951393
- Publisher: Springer
- Publish Date: December 2000
- Dimensions: 9.52 x 6.45 x 1.11 inches
- Shipping Weight: 1.81 pounds
- Page Count: 476
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