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Numerical methods for stochastic control problems in continuous time .-2nded./

Bibliographic Details
Main Author: Kushner, Harold J.
Other Authors: Dupuis, Paul
Format: Printed Book
Language:English
Published: New York : Springer, c2001.
Edition:2nd ed.
Subjects:
LEADER 00797cam a2200217 a 4500
008 000727s2001 nyu b 001 0 eng
020 |a 0387951393 (alk. paper) 
080 |a 519.217  |b KUS 
100 1 |a Kushner, Harold J.  |9 5311 
245 1 0 |a Numerical methods for stochastic control problems in continuous time .-2nded./  |c Harold J. Kushner, Paul Dupuis. 
250 |a 2nd ed. 
260 |a New York :  |b Springer,  |c c2001. 
300 |a xii, 475 p. :  |b ill. ; 
650 0 |a Stochastic control theory.  |9 5312 
650 0 |a Markov processes. 
650 0 |a Numerical analysis. 
700 1 |a Kushner, Harold J.  |9 5313 
700 1 |a Dupuis, Paul.  |9 5314 
942 |c BK  |6 _ 
999 |c 219113  |d 219113 
952 |0 0  |1 0  |4 0  |6 519217_KUS  |7 0  |9 283659  |a MAT  |b MAT  |d 2010-03-09  |o 519.217 KUS  |p MAT05985  |r 2010-03-09  |t 1  |w 2010-03-09  |y BK