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- catalog contributor b12054802.
- catalog contributor b12054803.
- catalog created "c2001.".
- catalog date "2001".
- catalog date "c2001.".
- catalog dateCopyrighted "c2001.".
- catalog description "1. Review of Continuous Time Models -- 2. Controlled Markov Chains -- 3. Dynamic Programming Equations -- 4. The Markov Chain Approximation Method: Introduction -- 5. Construction of the Approximating Markov Chains -- 6. Computational Methods for Controlled Markov Chains -- 7. The Ergodic Cost Problem: Formulation and Algorithms -- 8. Heavy Traffic and Singular Control -- 9. Weak Convergence and the Characterization of Processes -- 10. Convergence Proofs -- 11. Convergence for Reflecting Boundaries, Singular Control, and Ergodic Cost Problems -- 12. Finite Time Problems and Nonlinear Filtering -- 13. Controlled Variance and Jumps -- 14. Problems from the Calculus of Variations: Finite Time Horizon -- 15. Problems from the Calculus of Variations: Infinite Time Horizon -- 16. The Viscosity Solution Approach.".
- catalog description "Includes bibliographical references and index.".
- catalog extent "xii, 475 p. :".
- catalog identifier "0387951393 (alk. paper)".
- catalog isPartOf "Applications of mathematics ; 24".
- catalog issued "2001".
- catalog issued "c2001.".
- catalog language "eng".
- catalog publisher "New York : Springer,".
- catalog subject "003.76 21".
- catalog subject "Markov processes.".
- catalog subject "Numerical analysis.".
- catalog subject "QA402.37 .K87 2001".
- catalog subject "Stochastic control theory.".
- catalog tableOfContents "1. Review of Continuous Time Models -- 2. Controlled Markov Chains -- 3. Dynamic Programming Equations -- 4. The Markov Chain Approximation Method: Introduction -- 5. Construction of the Approximating Markov Chains -- 6. Computational Methods for Controlled Markov Chains -- 7. The Ergodic Cost Problem: Formulation and Algorithms -- 8. Heavy Traffic and Singular Control -- 9. Weak Convergence and the Characterization of Processes -- 10. Convergence Proofs -- 11. Convergence for Reflecting Boundaries, Singular Control, and Ergodic Cost Problems -- 12. Finite Time Problems and Nonlinear Filtering -- 13. Controlled Variance and Jumps -- 14. Problems from the Calculus of Variations: Finite Time Horizon -- 15. Problems from the Calculus of Variations: Infinite Time Horizon -- 16. The Viscosity Solution Approach.".
- catalog title "Numerical methods for stochastic control problems in continuous time / Harold J. Kushner, Paul Dupuis.".
- catalog type "text".