Weak convergence methods and singularly perturbed stochastic control and filtering problems /

Míreanna Comhchosúla

• Weak convergence and its applications /
  le: Lin, Zhengyan
  Foilsithe: (2014)
• Fundamentals of stochastic filtering /
  le: Bain, Alan
  Foilsithe: (2009)
• Stochastic approximation methods for constrained and unconstrained systems /
  le: Kushner, Harold J.
  Foilsithe: (1978)
• Weak convergence and its applications /
  le: Lin, Zhengyan, et al.
  Foilsithe: (2014)
• Numerical methods for stochastic control problems in continuous time .-2nded./
  le: Kushner, Harold J.
  Foilsithe: (2001)