Numerical Methods for Stochastic Control Problems in Continuous Time
Kushner, Harold J
Numerical Methods for Stochastic Control Problems in Continuous Time Harold J Kushner and Paul G Dupuis - - New York Springer-Verlag 1992 - ix,439p.
0387978348 3-540-97834-8
Control Problem
003.76 / KUS D
Numerical Methods for Stochastic Control Problems in Continuous Time Harold J Kushner and Paul G Dupuis - - New York Springer-Verlag 1992 - ix,439p.
0387978348 3-540-97834-8
Control Problem
003.76 / KUS D