Numerical Methods for Stochastic Control Problems in Continuous Time /

Kushner, Harold J.

Numerical Methods for Stochastic Control Problems in Continuous Time / Harold J. Kushner, Paul G. Dupuis. - New York: Springer-Verlag, 1992. - 439 s. ; 24 cm. - (Applications of Mathematics) .

bibliogr.

0387978348

519.6