Seierstad Atle:
Stochastic Control In Discrete And Continuous Time
Discrete And Continuous Time
Springer-Verlag New York Inc. (United States), 2008
Hardback, 232 pages
Size: 235x155 mm
ISBN: 9780387766164
ISBN-10: 0387766162
List price: £42.99
You save: 15%
Stochastic Control In Discrete And Continuous Time
Presents a comprehensive introduction to stochastic control problems in discrete and continuous time. This book includes such topics as stochastic maximum principles for discrete time, continuous time, and for problems with terminal conditions. It is suitable for students in economics, engineering, applied mathematics and related fields.

