Numerical methods for stochastic control problems in continuous time
By: Kushner, Harold J.
Contributor(s): Dupuis, Paul.
Material type:
BookSeries: Applications of mathematics.Publisher: New York: Springer, 2001Edition: 2nd ed.Description: xii, 475 p.; ill.: 24 cm.ISBN: 0387951393 .Subject(s): Markov processes | Controle estocástico | Numerisches Verfahren | Numerical analysis | Stochastic control theoryDDC classification: 003.76
| Item type | Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
| Books | 003.76 KUS (Browse shelf) | Available | 023045 |
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