Numerical Methods for Stochastic Control Problems in Continuous Time (Applications of Mathematics, Vol 24)

Mathematics

by Harold Joseph Kushner

Hardcover

ISBN: 978-0-387-97834-5

ISBN-10: 0-387-97834-8

Springer-Verlag · 1992

See also (possibly by other authors):
2000HardcoverNumerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability)
1992Gebundene AusgabeNumerical Methods for Stochastic Control Problems in Continuous Time (Applications of Mathematics)