Numerical methods for stochastic control problems in continuous time /
Harold J. Kushner, Paul Dupuis.
- 2nd ed.
- xii, 475 p. : ill. ; 25 cm.
- Applications of Mathematics ; 24 .
0387951393 (alk. paper)
Markov processes Markov işlemleri Numerical analysis Sayısal analiz Stochastic control theory Stokastik kontrol teorisi