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