Numerical Methods for Stochastic Control Problems in Continuous Time

Continuous

by: Harold J. Kushner · Paul Dupuis

Copertina rigida

ISBN: 978-0-387-95139-3

ISBN-10: 0-387-95139-3

Springer Nature · 2000

See also:
1992Gebundene AusgabeNumerical Methods for Stochastic Control Problems in Continuous Time (Applications of Mathematics)