Numerical methods for stochastic control problems in continuous time .-2nded./
Kushner, Harold J.
Numerical methods for stochastic control problems in continuous time .-2nded./ Harold J. Kushner, Paul Dupuis. - 2nd ed. - New York : Springer, c2001. - xii, 475 p. : ill. ;
0387951393 (alk. paper)
Stochastic control theory.
Markov processes.
Numerical analysis.
519.217 / KUS
Numerical methods for stochastic control problems in continuous time .-2nded./ Harold J. Kushner, Paul Dupuis. - 2nd ed. - New York : Springer, c2001. - xii, 475 p. : ill. ;
0387951393 (alk. paper)
Stochastic control theory.
Markov processes.
Numerical analysis.
519.217 / KUS