RecordNumber
20480
LC Class
QA
LC Number
402.37
LC CutterNumber
.K87
Dewey Class
003
Dewey Date
/.76
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
Publication Year
c1992
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
DocumentNumber
28348
Biblography
Includes bibliographical references (p. [423]-431) and indexes
BL
BL