Kushner, H. J., & Dupuis, P. (2001). Numerical methods for stochastic control problems in continuous time .-2nded. (2nd ed.). Springer.
Chicago Edition CitationKushner, Harold J., and Paul Dupuis. Numerical Methods for Stochastic Control Problems in Continuous Time .-2nded. 2nd ed. New York: Springer, 2001.
MLA Edition CitationKushner, Harold J., and Paul Dupuis. Numerical Methods for Stochastic Control Problems in Continuous Time .-2nded. 2nd ed. Springer, 2001.
Warning: These citations may not always be 100% accurate.