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Stochastic Control in Discrete and Continuous Time

Language EnglishEnglish
Book Paperback
Book Stochastic Control in Discrete and Continuous Time Atle Seierstad
Libristo code: 01423031
Publishers Springer-Verlag New York Inc., December 2011
This book is a comprehensive introduction to stochastic control problems in both discrete and contin...
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This book is a comprehensive introduction to stochastic control problems in both discrete and continuous time. It covers stochastic dynamic programming and the optimal stopping problem for discrete time with a finite or infinite horizon.

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About the book

Full name Stochastic Control in Discrete and Continuous Time
Author Atle Seierstad
Language English
Binding Book - Paperback
Date of issue 2011
Number of pages 222
EAN 9781441945693
ISBN 1441945695
Libristo code 01423031
Publishers Springer-Verlag New York Inc.
Weight 468
Dimensions 155 x 235 x 16

Categories

Reference, Information & Interdisciplinary subjects > Research & information: general > Information theory > Cybernetics & systems theory
Mathematics & Science > Mathematics > Calculus & mathematical analysis > Calculus of variations
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Economics > Economic theory & philosophy
Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Mathematics > Optimization
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