Numerical methods for stochastic control problems in continuous time

Library FKKT and FRI, Ljubljana (FKKRI)

Numerical methods for stochastic control problems in continuous time

Kushner, Harold Joseph ; Dupuis, Paul, matematik

Type of material - book ; adult, serious

Edition - 2nd ed.

Publication and manufacture - New York [etc.] : Springer, cop. 2001

Language - english

ISBN - 0-387-95139-3

COBISS.SI-ID - 6215508

Link(s):
https://link.springer.com/book/10.1007/978-1-4613-0007-6
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Kushner, Harold Joseph | Dupuis, Paul, matematik

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IN:200054816	on loan - outside loan, due date: not specified

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Kushner, Harold Joseph
Dupuis, Paul, matematik

Source: Personal bibliographies and: SICRIS

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