Numerical methods for stochastic control problems in continuos time | ISBN 9780387978345

Numerical methods for stochastic control problems in continuos time

Harold J. Kushner ; Paul G. Dupuis
Buchcover Numerical methods for stochastic control problems in continuos time  | EAN 9780387978345 | ISBN 0-387-97834-8 | ISBN 978-0-387-97834-5

Numerical methods for stochastic control problems in continuos time

Harold J. Kushner ; Paul G. Dupuis