Harold Kushner, Paul G. Dupuis
Numerical Methods for Stochastic Control Problems in Continuous Time - 1992 - Springer New York 1992 - Stochastic Modelling and Applied Probability .
9781468404418
Mathematics and Statistics
Numerical Methods for Stochastic Control Problems in Continuous Time - 1992 - Springer New York 1992 - Stochastic Modelling and Applied Probability .
9781468404418
Mathematics and Statistics