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9780387766164

Stochastic Control in Discrete and Continuous Time
Stochastic Control in Discrete and Continuous Time
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  • ISBN-13: 9780387766164
  • ISBN: 0387766162
  • Edition: 1
  • Publication Date: 2008
  • Publisher: Springer

AUTHOR

Seierstad, Atle

SUMMARY

This is an introduction to stochastic control problems in both discrete and continuous time. Specifically, the book covers stochastic dynamic programming and the optimal stopping problem for discrete time with a finite or infinite horizon. Illustrative examples and exercises will aid understanding of the material.Seierstad, Atle is the author of 'Stochastic Control in Discrete and Continuous Time', published 2008 under ISBN 9780387766164 and ISBN 0387766162.

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