The book deals with several closely related topics concerning approxima tions and perturbations o...
InhaltsangabeReview of Continuous Time Models.- Controlled Markov Chains.- Dynamic Programming Eq...
RezensionFrom the reviews:'Overall this is a book entirely devoted to numerics of controlled stoc...
InhaltsangabeIntroduction1Review of Continuous Time Models1.1Martingales an...
RezensionFrom the reviews:'The book provides some nice reading. Every chapter starts with...
The book deals with several closely related topics concerning approxima tions and perturbations o...
Rezension'The second edition of this acclaimed book from Springer-Verlag has the latest theoretic...
RezensionFrom the reviews of the second edition:'This is the second edition of an excelle...
RezensionFrom the reviews:'The book provides some nice reading. Every chapter starts with...