Numerical methods for stochastic control problems in continuous time /
41
| Main Authors: | , |
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| Format: | |
| Sprog: | eng |
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New York : Springer,
2001
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| Fag: |
| _version_ | 1826414860361007104 |
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| author | 272176 Kushner, Harold J. (Harold Joseph), 1933- Dupuis, Paul |
| author_facet | 272176 Kushner, Harold J. (Harold Joseph), 1933- Dupuis, Paul |
| author_sort | 272176 Kushner, Harold J. (Harold Joseph), 1933- |
| collection | OCEAN |
| description | 41 |
| first_indexed | 2024-03-05T03:06:38Z |
| format | |
| id | KOHA-OAI-TEST:292431 |
| institution | Universiti Teknologi Malaysia - OCEAN |
| language | eng |
| last_indexed | 2024-03-05T03:06:38Z |
| publishDate | 2001 |
| publisher | New York : Springer, |
| record_format | dspace |
| spelling | KOHA-OAI-TEST:2924312020-12-19T17:09:34ZNumerical methods for stochastic control problems in continuous time / 272176 Kushner, Harold J. (Harold Joseph), 1933- Dupuis, Paul New York : Springer,2001eng41PSZJBLStochastic control theoryMarkov processesNumerical analysisURN:ISBN:9780387951393 (hbk.)URN:ISBN:0387951393 (hbk.) |
| spellingShingle | Stochastic control theory Markov processes Numerical analysis 272176 Kushner, Harold J. (Harold Joseph), 1933- Dupuis, Paul Numerical methods for stochastic control problems in continuous time / |
| title | Numerical methods for stochastic control problems in continuous time / |
| title_full | Numerical methods for stochastic control problems in continuous time / |
| title_fullStr | Numerical methods for stochastic control problems in continuous time / |
| title_full_unstemmed | Numerical methods for stochastic control problems in continuous time / |
| title_short | Numerical methods for stochastic control problems in continuous time / |
| title_sort | numerical methods for stochastic control problems in continuous time |
| topic | Stochastic control theory Markov processes Numerical analysis |
| work_keys_str_mv | AT 272176kushnerharoldjharoldjoseph1933 numericalmethodsforstochasticcontrolproblemsincontinuoustime AT dupuispaul numericalmethodsforstochasticcontrolproblemsincontinuoustime |