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

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