Zobacz książki o podobnej tematyce

Więcej informacji o Numerical Methods for Stochastic Control Problems in Continuous Time

• Dane szczegółowe
• Opis
• Ulubione w innej kategorii

Za ten zakup dostaniesz 385 punkty

Opis

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.§

Szczegóły książki

Kategoria Książki po angielsku Reference, information & interdisciplinary subjects Research & information: general Information theory

• Pełny tytuł: Numerical Methods for Stochastic Control Problems in Continuous Time
• Autor: Harold J. Kushner, Paul G. Dupuis
• Język: Angielski
• Oprawa: Twarda
• Liczba stron: 476
• EAN: 9780387951393
• ISBN: 0387951393
• ID: 01384274
• Wydawca: Springer-Verlag New York Inc.
• Waga: 868 g
• Wymiary: 246 × 175 × 36 mm
• Data wydania: 15. December 2000

Ulubione w innej kategorii

---

---

---