Numerical methods for stochastic control problems in continuous time :: Harold J. Kushner :: ISBN 3540978348 :: Springer-Verlag 1992 :: OBNB, the Open British National Bibliography

Publication Data

Title Numerical methods for stochastic control problems in continuous time
Author Harold J. Kushner
Contributor Paul G. Dupuis
Publisher Springer-Verlag
Publication date 1992
Publication location New York
Language English

Descriptive Notes

Bibliography: p423-431. - Includes index.

Topics

Stochastic control theory
Markov processes
Numerical analysis

Catalogue Data

OBNB ID GB9325383
ISBN 10 3540978348
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 003.76

ISBD

P1053 ix,439p.

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Numerical methods for stochastic control problems in continuous time by Harold J. Kushner. ISBN 3540978348. Published by Springer-Verlag in 1992. Publication and catalogue information, links to buy online and reader comments.