Kushner, Harold J. 1933-

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

QA402.37 / .K87 2001