FW: Stochastic Control in Discrete and Continuous Time

 

 

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Posted on: 14 August 2010 21:06
Author: Ebook30.com
Subject: Stochastic Control in Discrete and Continuous Time

 

By Atle Seierstad Publisher: Number Of Pages: 222 Publication Date: 2008-11-11 ISBN-10 / ASIN: 0387766162 ISBN-13 / EAN: 9780387766164 Product Description: This book pres 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.

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