0
Your cart

Your cart is empty

Books > Reference & Interdisciplinary > Communication studies > Information theory > Cybernetics & systems theory

Buy Now

Numerical Methods for Stochastic Control Problems in Continuous Time (Paperback, 2nd ed. 2001. Softcover reprint of the original 2nd ed. 2001) Loot Price: R2,734
Discovery Miles 27 340
Numerical Methods for Stochastic Control Problems in Continuous Time (Paperback, 2nd ed. 2001. Softcover reprint of the...

Numerical Methods for Stochastic Control Problems in Continuous Time (Paperback, 2nd ed. 2001. Softcover reprint of the original 2nd ed. 2001)

Harold Kushner, Paul G. Dupuis

Series: Stochastic Modelling and Applied Probability, 24

 (sign in to rate)
Loot Price R2,734 Discovery Miles 27 340 | Repayment Terms: R256 pm x 12*

Bookmark and Share

Expected to ship within 10 - 15 working days

Changes in the second edition. The second edition differs from the first in that there is a full development of problems where the variance of the diffusion term and the jump distribution can be controlled. Also, a great deal of new material concerning deterministic problems has been added, including very efficient algorithms for a class of problems of wide current interest. This book is concerned with numerical methods for stochastic control and optimal stochastic control problems. The random process models of the controlled or uncontrolled stochastic systems are either diffusions or jump diffusions. Stochastic control is a very active area of research and new problem formulations and sometimes surprising applications appear regu larly. We have chosen forms of the models which cover the great bulk of the formulations of the continuous time stochastic control problems which have appeared to date. The standard formats are covered, but much emphasis is given to the newer and less well known formulations. The controlled process might be either stopped or absorbed on leaving a constraint set or upon first hitting a target set, or it might be reflected or "projected" from the boundary of a constraining set. 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. In general, the control might be representable as a bounded function or it might be of the so-called impulsive or singular control types."

General

Imprint: Springer-Verlag New York
Country of origin: United States
Series: Stochastic Modelling and Applied Probability, 24
Release date: November 2013
First published: 2001
Authors: Harold Kushner • Paul G. Dupuis
Dimensions: 235 x 155 x 28mm (L x W x T)
Format: Paperback
Pages: 476
Edition: 2nd ed. 2001. Softcover reprint of the original 2nd ed. 2001
ISBN-13: 978-1-4612-6531-3
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Reference & Interdisciplinary > Communication studies > Information theory > Cybernetics & systems theory
Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Calculus of variations
Promotions
LSN: 1-4612-6531-2
Barcode: 9781461265313

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

You might also like..

Binary Bullets - The Ethics of…
Fritz Allhoff, Adam Henschke, … Hardcover R3,698 Discovery Miles 36 980
Mardukite Systemology - Mardukite Master…
Joshua Free Hardcover R954 Discovery Miles 9 540
The Human Machine - A Systems…
David Monteverde Hardcover R768 Discovery Miles 7 680
Contemporary Issues in Information…
Denis Reilly Hardcover R2,820 Discovery Miles 28 200
Computer Aided Verification
Hana Chockler, Georg Weissenbacher Hardcover R2,205 Discovery Miles 22 050
Tools of Systems Thinkers - Learn…
Albert Rutherford Hardcover R760 Discovery Miles 7 600
Systemology - The Original Thesis of…
Joshua Free Hardcover R817 Discovery Miles 8 170
Machine Learning for Cyber Physical…
Oliver Niggemann, Christian Kuhnert, … Hardcover R1,357 Discovery Miles 13 570
Nanoinformatics
Isao Tanaka Hardcover R1,575 Discovery Miles 15 750
Agents, Networks, Evolution: A Quarter…
Frank Schweitzer Hardcover R5,236 Discovery Miles 52 360
The Systems Thinker - Mental Models…
Albert Rutherford Hardcover R729 Discovery Miles 7 290
Ethical Hacking - The Ultimate Guide to…
Lester Evans Hardcover R740 R629 Discovery Miles 6 290

See more

Partners