Numerical methods for stochastic control problems in continuous time
Kushner, Harold J. and Dupuis, Paul G.
Numerical methods for stochastic control problems in continuous time - New York Springer-Verlag 1992 - ix, 430p. Index - Applications of Mathematics 24 .
519.931 / K97.NM
Numerical methods for stochastic control problems in continuous time - New York Springer-Verlag 1992 - ix, 430p. Index - Applications of Mathematics 24 .
519.931 / K97.NM
