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

Lignende værker

• Stochastic control in discrete and continuous time /
  af: Seierstad, Atle
  Udgivet: (2009)
• Weak convergence methods and singularly perturbed stochastic control and filtering problems /
  af: Kushner, Harold J.
  Udgivet: (1990)
• Optimal estimation : with an introduction to stochastic control theory /
  af: Lewis, Frank L.
  Udgivet: (1986)
• Markov processes for stochastic modeling /
  af: Ibe, Oliver C.
  Udgivet: (2009)
• Stochastic control and mathematical modeling : applications in economics /
  af: Morimoto, Hiroaki
  Udgivet: (2010)