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

Παρόμοια τεκμήρια

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