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The Resource Stochastic control in discrete and continuous time, Atle Seierstad

Stochastic control in discrete and continuous time, Atle Seierstad

Label
Stochastic control in discrete and continuous time
Title
Stochastic control in discrete and continuous time
Statement of responsibility
Atle Seierstad
Creator
Subject
Genre
Language
eng
Summary
"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."--BOOK JACKET
Cataloging source
UKM
http://library.link/vocab/creatorName
Seierstad, Atle
Dewey number
003.76
Index
index present
LC call number
QA402.37
LC item number
.S45 2009
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/subjectName
  • Stochastic control theory
  • Discrete-time systems
  • Stochastic control theory
Label
Stochastic control in discrete and continuous time, Atle Seierstad
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 285-287) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
604951672
Dimensions
24 cm
Extent
xii, 291 pages
Isbn
9780387766164
Isbn Type
(hbk.)
Lccn
2008938655
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
(OCoLC)181068654
Label
Stochastic control in discrete and continuous time, Atle Seierstad
Publication
Bibliography note
Includes bibliographical references (pages 285-287) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
604951672
Dimensions
24 cm
Extent
xii, 291 pages
Isbn
9780387766164
Isbn Type
(hbk.)
Lccn
2008938655
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
(OCoLC)181068654

Library Locations

    • Mathematical Sciences LibraryBorrow it
      104 Ellis Library, Columbia, MO, 65201, US
      38.944377 -92.326537
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