The required background is surveyed, and there is an extensive development of methods of approximation and computational algorithms. The book is written on two levels: algorithms and applications, and mathematical proofs. Thus, the ideas should be very accessible to a broad audience.q--BOOK JACKET.For the reconstruction, the set L was taken to be the position of the tip of the nose, and the version of the algorithm that allows data to be given at local maxima was used. Figure 15.4 shows the surface reconstruction obtained after using 6anbsp;...

Title | : | Numerical Methods for Stochastic Control Problems in Continuous Time |

Author | : | Harold J. Kushner, Paul Dupuis |

Publisher | : | Springer Science & Business Media - 2001 |

Continue