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, [2001]
Edition:2nd ed.
Series:Applications of mathematics ; 24.
Subjects:

MARC

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245 1 0 |a Numerical methods for stochastic control problems in continuous time /  |c Harold J. Kushner, Paul Dupuis. 
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