Numerical methods for stochastic control problems in continuous time/ (Record no. 170305)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00406nam a2200145Ia 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0387951393 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | CUS |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 518.28 |
| Item number | KUS/N |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Kushner, Harold J. |
| 245 #0 - TITLE STATEMENT | |
| Title | Numerical methods for stochastic control problems in continuous time/ |
| Statement of responsibility, etc. | Harold J. Kushner and Paul G. Dupuis |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | New York: |
| Name of publisher, distributor, etc. | Springer, |
| Date of publication, distribution, etc. | 2001. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xii, 475 p. : |
| Other physical details | ill. ; |
| Dimensions | 25 cm. |
| 440 ## - SERIES | |
| Title | (Applications of mathematics), |
| Volume/sequential | 24 |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1. Review of Continuous Time Models --<br/>2. Controlled Markov Chains --<br/>3. Dynamic Programming Equations --<br/>4. The Markov Chain Approximation Method: Introduction --<br/>5. Construction of the Approximating Markov Chains --<br/>6. Computational Methods for Controlled Markov Chains --<br/>7. The Ergodic Cost Problem: Formulation and Algorithms --<br/>8. Heavy Traffic and Singular Control --<br/>9. Weak Convergence and the Characterization of Processes --<br/>10. Convergence Proofs --<br/>11. Convergence for Reflecting Boundaries, Singular Control, and Ergodic Cost Problems --<br/>12. Finite Time Problems and Nonlinear Filtering --<br/>13. Controlled Variance and Jumps --<br/>14. Problems from the Calculus of Variations: Finite Time Horizon --<br/>15. Problems from the Calculus of Variations: Infinite Time Horizon --<br/>16. The Viscosity Solution Approach. |
| 650 ## - SUBJECT | |
| Keyword | Markov processes |
| 650 ## - SUBJECT | |
| Keyword | Numerical analysis |
| 650 ## - SUBJECT | |
| Keyword | Stochastic control theory |
| 650 ## - SUBJECT | |
| Keyword | Probabilities |
| 650 ## - SUBJECT | |
| Keyword | System theory |
| 650 ## - SUBJECT | |
| Keyword | Mathematics |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Dupuis, Paul |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | General Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Full call number | Accession number | Date last seen | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Central Library, Sikkim University | Central Library, Sikkim University | General Book Section | 27/10/2016 | 518.28 KUS/N | P25282 | 29/08/2016 | General Books |