Kushner, Harold J

Numerical methods for stochastic control problems in continuous time Harold J. Kushner, Paul Dupuis - 2nd ed - Berlin ; New York Springer c2001 - xii, 475 p. : ill. ; 25 cm.

Includes bibliographical references and index

9780387951393

61267


Markov processes
Numerical analysis
Stochastic control theory

003.76 KUS