Numerical methods for stochastic control problems in continuous time
Kushner, Harold J.
Numerical methods for stochastic control problems in continuous time Harold J. Kushner, Paul G. Dupuis - New York Springer-Verlag c1992 - ix, 439 p. ill. 25 cm - Applications of mathematics 24 .
Index
eng
0387978348 (New York : acidfree paper) 3540978348 (Berlin : acidfree paper)
92010350
Stochastic control theory
Markov processes
Numerical analysis
QA402.37
003.76
Numerical methods for stochastic control problems in continuous time Harold J. Kushner, Paul G. Dupuis - New York Springer-Verlag c1992 - ix, 439 p. ill. 25 cm - Applications of mathematics 24 .
Index
eng
0387978348 (New York : acidfree paper) 3540978348 (Berlin : acidfree paper)
92010350
Stochastic control theory
Markov processes
Numerical analysis
QA402.37
003.76