Numerical methods for stochastic control problems in continuous time
By: Harold J. Kushner, Paul G. Dupuis.
Contributors: Dupuis, Paul.
Series: Applications of mathematics ;; 24
Publisher: Springer-Verlag
Published: 1992
Place of publication: New York
Language: eng
Number of pages: 439
Subjects: Stochastic control theory.; Markov processes.; Numerical analysis.
Notes: Includes bibliographical references (p. [423]-431) and indexes.