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