Kushner, H. J., & Dupuis, P. G. (1992). Numerical methods for stochastic control problems in continuous time. Springer-Verlag.
Chicago Style (17th ed.) CitationKushner, Harold J., and Paul G. Dupuis. Numerical Methods for Stochastic Control Problems in Continuous Time. New York: Springer-Verlag, 1992.
MLA (8th ed.) CitationKushner, Harold J., and Paul G. Dupuis. Numerical Methods for Stochastic Control Problems in Continuous Time. Springer-Verlag, 1992.
Warning: These citations may not always be 100% accurate.