Numerical methods for stochastic control problems in continuous time /

Saved in:
Bibliographic Details
Author / Creator:Kushner, Harold J. (Harold Joseph), 1933-
Imprint:New York : Springer-Verlag, c1992.
Description:ix, 439 p. : ill. ; 24 cm.
Series:Applications of mathematics 24
Subject:Stochastic control theory
Markov processes
Numerical analysis
Markov processes.
Numerical analysis.
Stochastic control theory.
Format: Print Book
URL for this record:
Hidden Bibliographic Details
Other authors / contributors:Dupuis, Paul
Notes:Includes bibliographical references and index.