Numerical methods for stochastic control problems in continuous time

Numerical methods for stochastic control problems in continuous time

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Bibliographic Details
Main Author: Kushner, Harold J. 1933- Harold Joseph
Other Authors: Dupuis, Paul
Format: Unknown
Published: New York Springer-Verlag 1992
Series:Applications of mathematics 24
Subjects:
Markov processes
Stochastic control theory
Numerical analysis
Online Access:Click Here to View Status and Holdings.
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Description
Physical Description:ix, 439 p. ill. 25 cm
Bibliography:Includes bibliographical references and index
ISBN:3540978348

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