6653067
9780387766164
This is an introduction to stochastic control problems in both discrete and continuous time. Specifically, the book covers stochastic dynamic programming and the optimal stopping problem for discrete time with a finite or infinite horizon. Illustrative examples and exercises will aid understanding of the material.Seierstad, Atle is the author of 'Stochastic Control in Discrete and Continuous Time', published 2008 under ISBN 9780387766164 and ISBN 0387766162.
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