Tell your friends about this item:
Numerical Methods for Stochastic Control Problems in Continuous Time - Stochastic Modelling and Applied Probability Harold Kushner 2nd ed. 2001 edition
Price
$ 135.99
excl. VAT
Ordered from remote warehouse
Expected delivery Jan 8 - 20, 2026
Christmas presents can be returned until 31 January
Our customers say:
Add to your iMusic wish list
Also available as:
Numerical Methods for Stochastic Control Problems in Continuous Time - Stochastic Modelling and Applied Probability
Harold Kushner
Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest developments. It covers effective numerical methods for stochastic control problems in continuous time on two levels, that of practice and that of mathematical development.
488 pages, 5 black & white illustrations, 10 black & white tables, biography
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | December 15, 2000 |
| ISBN13 | 9780387951393 |
| Publishers | Springer-Verlag New York Inc. |
| Pages | 476 |
| Dimensions | 175 × 246 × 36 mm · 820 g |
| Language | English |
More by Harold Kushner
Show all
![Cover for Harold Kushner · Heavy Traffic Analysis of Controlled Queueing and Communication Networks - Stochastic Modelling and Applied Probability (Paperback Book) [Softcover reprint of the original 1st ed. 2001 edition] (2013)](https://imusic.b-cdn.net/images/item/original/412/9781461265412.jpg?harold-kushner-2013-heavy-traffic-analysis-of-controlled-queueing-and-communication-networks-stochastic-modelling-and-applied-probability-paperback-book&class=scaled&v=1477782135)
![Cover for Harold Kushner · Stochastic Approximation and Recursive Algorithms and Applications - Stochastic Modelling and Applied Probability (Paperback Book) [Second Edition 2003 edition] (2010)](https://imusic.b-cdn.net/images/item/original/475/9781441918475.jpg?harold-kushner-2010-stochastic-approximation-and-recursive-algorithms-and-applications-stochastic-modelling-and-applied-probability-paperback-book&class=scaled&v=1524533647)
![Cover for Harold Kushner · Numerical Methods for Controlled Stochastic Delay Systems - Systems & Control: Foundations & Applications (Hardcover Book) [2008 edition] (2008)](https://imusic.b-cdn.net/images/item/original/342/9780817645342.jpg?harold-kushner-2008-numerical-methods-for-controlled-stochastic-delay-systems-systems-control-foundations-applications-hardcover-book&class=scaled&v=1410279463)
![Cover for Harold Kushner · Stochastic Approximation and Recursive Algorithms and Applications - Stochastic Modelling and Applied Probability (Hardcover Book) [2nd ed. 2003 edition] (2003)](https://imusic.b-cdn.net/images/item/original/943/9780387008943.jpg?harold-kushner-2003-stochastic-approximation-and-recursive-algorithms-and-applications-stochastic-modelling-and-applied-probability-hardcover-book&class=scaled&v=1502623970)
![Cover for Harold Kushner · When All You've Ever Wanted Isn't Enough: The Search for a Life that Matters (Paperback Book) [Ed edition] (2002)](https://imusic.b-cdn.net/images/item/original/733/9780743234733.jpg?harold-kushner-2002-when-all-you-ve-ever-wanted-isn-t-enough-the-search-for-a-life-that-matters-paperback-book&class=scaled&v=1410036713)
![Cover for Harold Kushner · Heavy Traffic Analysis of Controlled Queueing and Communication Networks - Stochastic Modelling and Applied Probability (Hardcover Book) [2001 edition] (2001)](https://imusic.b-cdn.net/images/item/original/642/9780387952642.jpg?harold-kushner-2001-heavy-traffic-analysis-of-controlled-queueing-and-communication-networks-stochastic-modelling-and-applied-probability-hardcover-book&class=scaled&v=1410189561)
See all of Harold Kushner ( e.g. Hardcover Book and Paperback Book )