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Numerical methods for stochastic control problems in continuous time /

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Bibliographic Details
Main Author: Kushner, Harold J. (Harold Joseph), 1933-
Other Authors: Dupuis, Paul
Format: Book
Language:English
Published: New York : Springer, [2001]
Edition:2nd ed.
Series:Applications of mathematics ; 24.
Subjects:
Stochastic control theory.
Markov processes.
Numerical analysis.
Description
Physical Description:xii, 475 pages : illustrations ; 25 cm.
Bibliography:Includes bibliographical references (pages [455]-466) and indexes.
ISBN:0387951393 (alk. paper)
9780387951393 (alk. paper)