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:	Book
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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020	#	#	\|a 3540978348
090	0	0	\|a QA402.37 \|b .K87 1992
100	1	#	\|a Kushner, Harold J. \|c 1933- \|q Harold Joseph
245	1	1	\|a Numerical methods for stochastic control problems in continuous time \|c Harold J. Kushner, Paul G. Dupuis
260	#	#	\|a New York \|b Springer-Verlag \|c 1992
300	#	#	\|a ix, 439 p. \|b ill. \|c 25 cm
490	1	#	\|a Applications of mathematics \|v 24
504	#	#	\|a Includes bibliographical references and index
650	#	0	\|a Markov processes
650	#	0	\|a Stochastic control theory
650	#	0	\|a Numerical analysis
700	1	#	\|a Dupuis, Paul
856	4	0	\|z Click Here to View Status and Holdings. \|u https://opac.uitm.edu.my/opac/detailsPage/detailsHome.jsp?tid=187393
964	#	#	\|c BOK \|d 01
040	#	#	\|a Shah Alam