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

類似資料

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