Numerical methods for stochastic control problems in continuous time /

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Bibliographic Details
Author / Creator:Kushner, Harold J. (Harold Joseph), 1933-
Imprint:New York : Springer-Verlag, c1992.
Description:ix, 439 p. : ill. ; 24 cm.
Language:English
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:http://pi.lib.uchicago.edu/1001/cat/bib/1357081
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Other authors / contributors:Dupuis, Paul
ISBN:0387978348
3540978348
Notes:Includes bibliographical references and index.