Overview
- Offers broad coverage of three types of stochastic control problems at an elementary level
- Includes numerous illustrative examples and exercises
- Can be used in a classroom setting or for self-study
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Table of contents (5 chapters)
Keywords
About this book
Reviews
From the reviews:
"This book provides a comprehensive introduction to stochastic control. … The treatment is at the level of a first course, with several examples and exercises. The book can be used by undergraduate students, but also by graduate students, engineers and others who study control, systems and related areas or want to extend their knowledge in these topics." (Krzysztof Szajowski, Mathematical Reviews, Issue 2009 j)
Authors and Affiliations
Bibliographic Information
Book Title: Stochastic Control in Discrete and Continuous Time
Authors: Atle Seierstad
DOI: https://doi.org/10.1007/978-0-387-76617-1
Publisher: Springer New York, NY
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag US 2009
Hardcover ISBN: 978-0-387-76616-4Published: 11 November 2008
Softcover ISBN: 978-1-4419-4569-3Published: 12 December 2011
eBook ISBN: 978-0-387-76617-1Published: 03 July 2010
Edition Number: 1
Number of Pages: X, 222
Topics: Probability Theory and Stochastic Processes, Economic Theory/Quantitative Economics/Mathematical Methods, Calculus of Variations and Optimal Control; Optimization, Systems Theory, Control