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Stochastic Control in Discrete and Continuous Time 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Atle Seierstad 作者

Springer

譯者

2008-11-11 出版日期

232 頁數

USD 69.95 價格

Hardcover

叢書系列

9780387766164 圖書編碼

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發表於2024-09-12

Stochastic Control in Discrete and Continuous Time 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Stochastic Control in Discrete and Continuous Time 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Stochastic Control in Discrete and Continuous Time 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Stochastic Control in Discrete and Continuous Time 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Stochastic Control in Discrete and Continuous Time 在線電子書圖書描述

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 using few mathematical tools before proceeding to the stochastic continuous-time models requiring more advanced mathematics. Topics covered include stochastic maximum principles for discrete time, continuous time, and for problems with terminal conditions. A nonstandard treatment of piecewise deterministic problems, related to some control problems, is also presented. Numerous illustrative examples and exercises are included to enhance the understanding of the reader. By interlinking many fields in stochastic control, the material gives the student the opportunity to see the connections between different fields and the underlying ideas that unify them. This text will be of benefit to students in economics, engineering, applied mathematics and related fields. Prerequisites include a course in calculus and elementary probability theory.

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