Kushner, Harold J.,

Numerical methods for stochastic control problems in continuous time by Harold J. Kushner and Paul Dupuis - - New York Springer C2001 - xii, 475 p.: ill; 25cm. - - . - Applications of mathematics ; 24. .

Includes bibliographical references and index.

9780387951393 =








Systems Stochastic control theory. Markov processes. Numerical analysis.

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003.76 KUS