Numerical methods for stochastic control problems in continuous time

書誌事項

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

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注記

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

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

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