Numerical methods for stochastic control problems in continuous time
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Main Authors: | |
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Group Author: | |
Published: |
Springer,
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Publisher Address: | New York |
Publication Dates: | c2001. |
Literature type: | Book |
Language: | English |
Edition: | 2nd ed. |
Series: |
Applications of mathematics ; 24 |
Subjects: | |
Carrier Form: | xii, 475 p.: ill. ; 25 cm. |
ISBN: | 0387951393 (alk. paper) |
Index Number: | O211 |
CLC: | O211.6 |
Call Number: | O211.6/K97-2/2nd.ed. |
Contents: | Includes bibliographical references and index. |