Holdings: Numerical methods for stochastic control problems in continuous time

Numerical methods for stochastic control problems in continuous time

Saved in:

Bibliographic Details
Main Authors:	Kushner, Harold J. 1933- (Author), Dupuis, Paul (Author)
Format:	Book
Language:	English
Published:	New York : Springer, c2001
Edition:	2nd ed.
Series:	Applications of mathematics
Subjects:	Markovovy procesy numerická analýza numerické metody stochastické procesy spojité řízení stochastika teorie pravděpodobnosti teorie řízení
ISBN:	0387951393
Physical Description:	xii, 475 s. : il. ; 25 cm

Cover

Cover Image

Table of contents

Glossary of Terms

Status	Description	Location	Call Number
Status Long term loan – Due : 31.12.2099 Recall This	Description Location	FAI	Call Number	519/KUSHNER,H.J.

Status	Description	Location	Call Number
Long term loan - Due : 31.12.2099 Recall This		FAI	519/KUSHNER,H.J.