Numerical methods for stochastic control problems in continuous time
Kushner, Harold J
Numerical methods for stochastic control problems in continuous time - 2 - New York Springer 2001 - xii, 475p. : ill. - Applications of mathematics ; 24 .
Includes bibliographical references and index.
387951393
Stochastic control theory
Numerical methods for stochastic control problems in continuous time - 2 - New York Springer 2001 - xii, 475p. : ill. - Applications of mathematics ; 24 .
Includes bibliographical references and index.
387951393
Stochastic control theory