1303864
9780387978345
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 developments. It covers effective numerical methods for stochastic control problems in continuous time on two levels: that of practice (algorithms and applications) and that of mathematical development. It is broadly accessible for graduate students and researchers.Kushner, Harold J. is the author of 'Numerical Methods for Stochastic Control Problems in Continuous Time' with ISBN 9780387978345 and ISBN 0387978348.
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