Numerical methods for stochastic control problems in continuous time
Harold J. Kushner, Paul Dupuis
| Year of publication: |
2001 ; Second edition
|
|---|---|
| Authors: | Kushner, Harold J. ; Dupuis, Paul |
| Publisher: |
New York : Springer |
| Subject: | Numerisches Verfahren | Numerical analysis | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Theorie | Theory | Stochastische Kontrolltheorie |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [loc.gov] |
