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

Author/creator Kushner, Harold J., 1933-
Other author Dupuis, Paul.
Format Book
Edition2nd ed.
Publication InfoNew York : Springer, ©2001.
Descriptionxii, 475 pages : illustrations ; 25 cm.
Subjects

SeriesApplications of mathematics ; 24
Applications of mathematics ; 24. ^A654424
Bibliography noteIncludes bibliographical references and index.
LCCN 00061267
ISBN0387951393 (alk. paper)

Availability

Library Location Call Number Status Item Actions
Joyner General Stacks QA402.37 .K87 2001 ✔ Available Place Hold