Liknande böcker

Statistics with confidence : confidence intervals and statistical guidel...
Bok av Martin J Gardner & Douglas G Altman
Two-Scale Stochastic Systems : asymptotic analysis and control
Bok av Yuri Kabanov
Computational mathematics driven by industrial problems : lectures given...
Bok av Rainer E. Burkard
Mathematical Modeling in Economics, Ecology and the Environment
Bok av Natali Hritonenko
Stochastic Controls : Hamiltonian Systems and HJB Equations
Bok av Jiongmin Yong
Cooperative Control: Models, Applications and Algorithms
Bok av Sergiy Butenko
Heavy Traffic Analysis of Controlled Queueing and Communication Networks
Bok av Harold Kushner
Geometric Aspects of Probability Theory and Mathematical Statistics
Bok av V. V Author Buldygin

Numerical Methods for Stochastic Control Problems in Continuous Time

Bok av Harold J Kushner
Stochastic control is a very active area of research. 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 and that of mathematical development. It is broadly accessible for graduate students and researchers.