Numerical methods for stochastic control problems in continuous time

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Bibliographic Details
Main Authors: Kushner Harold J (Harold Joseph), 1933-
Group Author: Dupuis Paul
Published: Springer,
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.