Numerical methods for stochastic control problems in continuous time /

Bibliographic Details

Main Author:	Kushner, Harold J. (Harold Joseph), 1933-
Other Authors:	Dupuis, Paul
Format:	Book
Language:	English
Published:	New York : Springer-Verlag, [1992]
Series:	Applications of mathematics ; 24.
Subjects:	Stochastic control theory. Markov processes. Numerical analysis.