Numerical methods for stochastic control problems in continuous time /

• Main Author: Kushner, Harold J. 1933- (Harold Joseph) (συγγραφέας.)
• Other Authors: Dupuis, Paul G. (συγγραφέας.)
• Format: Book
• Language: English
• Published: New York Springer-Verlag 1992
• Series: Applications of mathematics 24
• Subjects: Στοχαστικές διαδικασίες; Αλυσίδες Markov