Numerical methods for stochastic control problems in continuous time

Author(s)

• Kushner, Harold J. (Harold Joseph)
• Dupuis, Paul

Bibliographic Information

Numerical methods for stochastic control problems in continuous time

Harold J. Kushner, Paul Dupuis

（Applications of mathematics, 24）

Springer Science+Business Media, 2001

2nd ed

• softcover

Note

Includes bibliographical references (p. [455]-466) and index

Originally published by Springer-Verlag New York Inc. in 2001 --T.p. verso

Details

• NCID: BD08599597
• ISBN:
  • 9781461265313
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: xii, 475 p.
• Size: 24 cm
• Classification:
  • LCC : QA402.37.K87
  • DC21 : 003./76
• Subject Headings:
  • LCSH : Stochastic control theory
  • LCSH : Markov processes
  • LCSH : Numerical analysis
• Parent Bibliography ID:
  • BA00256802