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Numerical methods for stochastic control problems in continuous time .-2nded./

Bibliografiske detaljer
Hovedforfatter:	Kushner, Harold J.
Andre forfattere:	Dupuis, Paul
Format:	Printed Book
Sprog:	English
Udgivet:	New York : Springer, c2001.
Udgivelse:	2nd ed.
Fag:	Stochastic control theory. Markov processes. Numerical analysis.

Lignende værker

Stochastic control in discrete and continuous time /
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Weak convergence methods and singularly perturbed stochastic control and filtering problems /
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Markov processes for stochastic modeling /
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Optimization over time : dynamic programming and stochastic control. V.1 / /
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Probability Methods for Approximations in Stochastic Control and for Elliptic Equation
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Udgivet: (1977)

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Stochastic Learning and Optimization A Sensitivity-Based Approach
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Introduction to stochastic processes.
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Udgivet: (1974)

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Udgivet: (1960)

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Udgivet: (1960)

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Udgivet: (2012)

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Continuous-time markov decision processes : theory and applications
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Markov chains and stochastic stability
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Udgivet: (1993)

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af: Costa, Oswaldo Luiz do Valle
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Introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine /
af: Capasso, V.
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Stochastic modelling using Markov Chains
af: Stephy Thomas
Udgivet: (2011)

Numerical solution of Markov chains
af: Ed by Stewart, William J.
Udgivet: (1991)

Stochastic dynamics and control /
af: Sun, Jian-Qiao
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Continuous -Time Markov Chains
af: Anderson, William J
Udgivet: (1991)

Conditional Markov Processes and Their Application to the Theory of Optimal Control
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Udgivet: (1968)

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Discrete-time Markov chains : two-time-scale methods and applications /
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Discrete-time Markov chains: two-time-scale methods and applications
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Numerical control and computer - aided manufacturing
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Stochastic relations : foundations for Markov transition systems /
af: Doberkat, Ernst-Erich
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