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

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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.

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Atle Seierstad
Stochastics
Applied mathematics
Mathematics
Mathematics and science
Springer-Verlag New York Inc.

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Atle Seierstad
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