Numerical Methods for Stochastic Control Problems in Continuous Time (Applications of Mathematics)

Mathematics

von: Harold J. Kushner · Paul G. Dupuis

Gebunden

ISBN: 978-3-540-97834-3

ISBN-10: 3-540-97834-8

Springer-Verlag GmbH · 1992

Siehe auch:
2000HardcoverNumerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability)