Numerical Methods for Stochastic Control Problems in Continuous Time /
The book presents a comprehensive development of effective numerical methods for stochastic control problems in continuous time. The process models are diffusions, jump-diffusions or reflected diffusions of the type that occur in the majority of current applications. All the usual problem formulatio...
| Main Author: | |
|---|---|
| Corporate Author: | |
| Other Authors: | |
| Format: | eBook |
| Language: | English |
| Published: |
New York, NY :
Springer US,
1992.
|
| Series: | Applications of Mathematics, Stochastic Modelling and Applied Probability ;
24. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
Search Result 1
Search Result 2
Search Result 3