Author :
Kushner, Harold J. (Harold Joseph), 1933-
Title :
Numerical methods for stochastic control problems in continuous time
Author Statement :
Harold J. Kushner, Paul G. Dupuis
Publication :
Springer-Verlag
Collation :
ix, 439 p.: ill.; 25 cm
Series :
Applications of mathematics ; 24
Subject :
Stochastic control theory,Markov processes
ADDED ENTRIES :
Dupuis, Paul
Holding Info. :
0387978348
Biblography :
Includes bibliographical references (p. [423]-431) and indexes
