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Numerical methods for stochastic con...
~
Dupuis, Paul.
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Numerical methods for stochastic control problems in continuous time /
Record Type:
Language materials, printed : Monograph/item
Title/Author:
Numerical methods for stochastic control problems in continuous time // Harold J. Kushner, Paul Dupuis.
Author:
Kushner, Harold J.
other author:
Dupuis, Paul.
Published:
New York :Springer, : c2001.,
Description:
xii, 475 p. :ill. ;25 cm.
Series:
Applications of mathematics ;
Subject:
Markov processes. -
ISBN:
0387951393 :
Numerical methods for stochastic control problems in continuous time /
Kushner, Harold J.1933-.
Numerical methods for stochastic control problems in continuous time /
Harold J. Kushner, Paul Dupuis. - 2nd ed. - New York :Springer,c2001. - xii, 475 p. :ill. ;25 cm. - Applications of mathematics ;24..
Includes bibliographical references and index.
ISBN: 0387951393 :EUR36.95
LCCN: 00061267Subjects--Topical Terms:
532104
Markov processes.
LC Class. No.: QA402.37 / .K87 2001
Dewey Class. No.: 003.76
Numerical methods for stochastic control problems in continuous time /
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Numerical methods for stochastic control problems in continuous time /
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Harold J. Kushner, Paul Dupuis.
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2nd ed.
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New York :
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c2001.
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Springer,
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xii, 475 p. :
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ill. ;
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25 cm.
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Applications of mathematics ;
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24.
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Includes bibliographical references and index.
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Markov processes.
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532104
650
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Numerical analysis.
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Stochastic control theory.
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647881
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Dupuis, Paul.
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690325
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Location:
ALL
罕用書庫221室(美崙校區,調書請點預約)(RU_221)
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罕用書庫221室(美崙校區,調書請點預約)(RU_221)
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QA402.37 K87 2001
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