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Stochastic Control in Discrete and Continuous Time
This book provides a comprehensive introduction to stochastic control problems in discrete and continuous time. The material is presented logically, beginning with the discrete-time case before proceeding to the stochastic continuous-time models. Central themes are dynamic programming in discrete ti...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York, NY :
Springer US : Imprint: Springer,
2009.
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| Edición: | 1st ed. 2009. |
| Temas: | |
| Acceso en línea: | Texto Completo |