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© 2026 Bookis AS

English

Stochastical Control in Discrete and Continou…

Hardcover • 2009

Stochastical Control in Discrete and Continou…

By Atle Seierstad

0 Ratings • 0.0 of 5

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About the book

This book contains an introduction to three topics in stochastic control: discrete time stochastic control, i. e. , stochastic dynamic programming (Chapter 1), piecewise - terministic control problems (Chapter 3), and control of Ito diffusions (Chapter 4). The chapters include treatments of optimal stopping problems. An Appendix - calls material from elementary probability theory and gives heuristic explanations of certain more advanced tools in probability theory. The book will hopefully be of ...Show more

Book details

ISBN

9780387766164

Published year

2009

Language

Original title

Stochastical Control in Discrete and Continou…

Format

Hardcover

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