Numerical methods for stochastic control problems in continuous time

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Bibliographic Information

Title
"Numerical methods for stochastic control problems in continuous time"
Statement of Responsibility
Harold J. Kushner, Paul Dupuis
Publisher
  • Springer Science+Business Media
  • 2nd ed
Publication Year
  • 2001
Book size
24 cm
Series Name / No
  • softcover

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Notes

Includes bibliographical references (p. [455]-466) and index

Originally published by Springer-Verlag New York Inc. in 2001 --T.p. verso

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