Numerical methods for stochastic control problems in continuous time
By: Harold J. Kushner, Paul Dupuis.
Contributors: Dupuis, Paul.
Edition: 2nd ed.
Series: Applications of mathematics ;; 24
Publisher: Springer
Published: 2001
Place of publication: New York
Language: eng
Number of pages: 475
Subjects: Stochastic control theory; Markov processes; Numerical analysis
Notes: Includes bibliographical references and index.