Numerical treatment of stochastic control problems by Fourier - cosine series expansions
نویسندگان
چکیده
MSc THESIS APPLIED MATHEMATICS " Numerical treatment of stochastic control problems by Fourier-cosine series expansions, the dike height problem " I would like to acknowledge the advice and guidance of my supervisor Prof.dr.ir. C.W. Oosterlee. I also thank the members of my graduate committee and the members of the department at the CWI. Special thanks go to Bowen Zhang and Fang Fang, for helping me with the Matlab code and understanding their methodology. Finally I wish to express my gratitude to my family and friends who supported me through the duration of my study.
منابع مشابه
Numerical treatment of stochastic control problems by Fourier - cosine expansions
MSc THESIS APPLIED MATHEMATICS " Numerical treatment of stochastic control problems by Fourier-cosine expansions, the dike height problem " I would like to acknowledge the advice and guidance of my supervisor Prof.dr.ir. C.W. Oosterlee. I also thank the members of my graduate committee and the members of the department at the CWI. Special thanks go to Bowen Zhang and Fang Fang, for helping me w...
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