Lanean...
Numerical methods for stochastic control problems in continuous time .-2nded./
| Egile nagusia: | Kushner, Harold J. |
|---|---|
| Beste egile batzuk: | Dupuis, Paul |
| Formatua: | Printed Book |
| Hizkuntza: | English |
| Argitaratua: |
New York :
Springer,
c2001.
|
| Edizioa: | 2nd ed. |
| Gaiak: |
Antzeko izenburuak
-
Stochastic control in discrete and continuous time /
nork: Seierstad, Atle
Argitaratua: (2009) -
Weak convergence methods and singularly perturbed stochastic control and filtering problems /
nork: Kushner, Harold J.
Argitaratua: (1990) -
Optimal estimation : with an introduction to stochastic control theory /
nork: Lewis, Frank L.
Argitaratua: (1986) -
Markov processes for stochastic modeling /
nork: Ibe, Oliver C.
Argitaratua: (2009) -
Stochastic control and mathematical modeling : applications in economics /
nork: Morimoto, Hiroaki
Argitaratua: (2010)