Numerical methods for stochastic control problems in continuous time

Numerical methods for stochastic control problems in continuous time

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Manylion Llyfryddiaeth
Prif Awdur: Kushner, Harold J. (Harold Joseph) 1933-
Awduron Eraill: Dupuis, Paul
Fformat: Llyfr
Cyhoeddwyd: New York Springer c2001.
Rhifyn:2nd ed.
Pynciau:
Stochastic control theory.
Markov processes.
Numerical analysis.