Numerical methods for stochastic control problems in continuous time / Harold J. Kushner, Paul G. Dupuis.

Author/creator Kushner, Harold J., 1933-
Other author Dupuis, Paul.
Format Book
Publication InfoNew York : Springer-Verlag, ©1992.
Descriptionix, 439 pages : illustrations ; 25 cm.
Subjects

SeriesApplications of mathematics ; 24
Applications of mathematics ; 24. ^A654424
Bibliography noteIncludes bibliographical references (p. [423]-431) and indexes.
LCCN 92010350
ISBN0387978348 (New York : acid-free paper)
ISBN3540978348 (Berlin : acid-free paper)

Availability

Library Location Call Number Status Item Actions
Joyner General Stacks QA402.37.K87 1992 ✔ Available Place Hold