Springer

Numerical Methods For Stochastic Control

Name: Numerical Methods For Stochastic Control
Brand: Springer
SKU: 5bb350ab5a6ead56c8c8b708eeaa1c6f

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Bol This book is concerned with numerical methods for stochastic control and optimal stochastic control problems. In some of the more recent applications of the reflecting boundary problem, for example the so-called heavy traffic approximation problems, the directions of reflection are actually discontin uous.

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€ 103,99 Gratis verzending

Beschrijving (1)

This book is concerned with numerical methods for stochastic control and optimal stochastic control problems. In some of the more recent applications of the reflecting boundary problem, for example the so-called heavy traffic approximation problems, the directions of reflection are actually discontin uous.

Lees meer