Stochastic Control : Discrete and Continuous Time

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Stochastic Control : Discrete and Continuous Time

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  • 製本 Hardcover:ハードカバー版/ページ数 230 p.
  • 商品コード 9780387766164

基本説明

Offers broad coverage of three types of stochastic control problems at an elementary level. Includes numerous illustrative examples and exercises.

Full Description

) As this book perhaps (and hopefully) will be read by readers with widely diff- ing backgrounds, some general advice may be useful: Don't be put off if paragraphs, comments, or remarks contain material of a seemingly more technical nature that you don't understand.

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