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Numerical Methods for Stochastic Control Problems in Continuous Time
Language: en
Pages: 436
Authors: Harold Kushner
Categories: Science
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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This book is concerned with numerical methods for stochastic control and optimal stochastic control problems. The random process models of the controlled or unc
Numerical Methods for Stochastic Control Problems in Continuous Time
Language: en
Pages: 480
Authors: Harold Kushner
Categories: Mathematics
Type: BOOK - Published: 2013-11-27 - Publisher: Springer Science & Business Media

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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 de
Numerical Methods for Stochastic Control Problems in Continuous Time
Language: en
Pages: 496
Authors: Harold J. Kushner
Categories: Language Arts & Disciplines
Type: BOOK - Published: 2001 - Publisher: Springer Science & Business Media

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The required background is surveyed, and there is an extensive development of methods of approximation and computational algorithms. The book is written on two
Numerical Methods for Stochastic Control Problems in Continuous Time
Language: en
Pages: 439
Authors: Harold Joseph Kushner
Categories: Distribution (Probability theory)
Type: BOOK - Published: 1992 - Publisher: Springer Science & Business Media

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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
Numerical Methods for Controlled Stochastic Delay Systems
Language: en
Pages: 295
Authors: Harold Kushner
Categories: Science
Type: BOOK - Published: 2008-12-19 - Publisher: Springer Science & Business Media

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The Markov chain approximation methods are widely used for the numerical solution of nonlinear stochastic control problems in continuous time. This book extends