Numerical methods for stochastic control problems in continuous time /

Numerical methods for stochastic control problems in continuous time /

41

Bibliographic Details
Main Authors: 272176 Kushner, Harold J. (Harold Joseph), 1933-, Dupuis, Paul
Format:
Language:eng
Published: New York : Springer, 2001
Subjects:
Stochastic control theory
Markov processes
Numerical analysis
Description
Summary:41

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