Paul G. Dupuis Books

Numerical Methods for Stochastic Control Problems in Continuous Time
Numerical Methods for Stochastic Control Problems in Continuous Time
Numerical Methods for Stochastic Control Problems in Continuous Time

By Harold J. Kushner, Paul Dupuis

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This book presents a comprehensive development of effective numerical methods for stochastic control problems in continuous time. The process models are diffusions, jump-diffusions, or reflected di...

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Numerical Methods for Stochastic Control Problems in Continuous Time
Numerical Methods for Stochastic Control Problems in Continuous Time
Numerical Methods for Stochastic Control Problems in Continuous Time

By Harold Kushner, Paul G. Dupuis

Average: 0.00, 0 Ratings

The book presents a comprehensive development of effective numerical methods for stochastic control problems in continuous time. The process models are diffusions, jump-diffusions or reflected diff...

Read More
Numerical Methods for Stochastic Control Problems in Continuous Time
Numerical methods for stochastic control problems in continuous time

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