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

Míreanna Comhchosúla

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