Numerical methods for stochastic control problems in continuous time

Numerical methods for stochastic control problems in continuous time

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Détails bibliographiques
Auteur principal: Kushner, Harold J. (Harold Joseph) 1933-
Autres auteurs: Dupuis, Paul
Format: Livre
Publié: New York Springer c2001.
Édition:2nd ed.
Sujets:
Stochastic control theory.
Markov processes.
Numerical analysis.