Contact
How to shop
Delivery
Shopping guide
Stochastic Control in Discrete and Continuous Time
English
122 b
30-day return policy
Customers also purchased
/
Paperback
9.89
€
/
Paperback
47.08
€
/
Paperback
37.28
€
/
Paperback
25.05
€
This book provides a comprehensive introduction to stochastic control problems in discrete and continuous time. The material is presented logically, beginning with the discrete-time case using few mathematical tools before proceeding to the stochastic continuous-time models requiring more advanced mathematics. Topics covered include stochastic maximum principles for discrete time, continuous time, and for problems with terminal conditions. A nonstandard treatment of piecewise deterministic problems, related to some control problems, is also presented. Numerous illustrative examples and exercises are included to enhance the understanding of the reader. By interlinking many fields in stochastic control, the material gives the student the opportunity to see the connections between different fields and the underlying ideas that unify them.§This text will be of benefit to students in economics, engineering, applied mathematics and related fields. Prerequisites include a course in calculus and elementary probability theory.
About the book
English
Give this book today
It's easy
1 Add to cart and choose Deliver as present at the checkout 2 We'll send you a voucher 3 The book will arrive at the recipient's addressYou might also be interested in
/
Hardback
340.03
€
/
Hardback
32.53
€
/
Paperback
14.84
€
/
Paperback
20.00
€
