Ehime University Library

Numerical methods for stochastic control problems in continuous time

Harold J. Kushner, Paul G. Dupuis ; : us, : gw. -- Springer-Verlag, 1992. -- (Applications of mathematics 24). <BB00285894>
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No. Volumes Library Location Call No Material ID Status Due Date Reservation
0001 us Main Lib. 研究室-理
417.1/KU 0112194010433 通常 0items
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Volumes us
Library Main Lib.
Location 研究室-理
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Material ID 0112194010433
Status 通常
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Bibliography Details

title and statement of responsibility area Numerical methods for stochastic control problems in continuous time / Harold J. Kushner, Paul G. Dupuis
publication,distribution,etc.,area New York ; Tokyo : Springer-Verlag , c1992
physical description area ix, 439 p. ; 25 cm
Volume Information
volumes : us
ISBN 0387978348
Volume Information
volumes : gw
ISBN 3540978348
parent bibliography link Applications of mathematics 24//a
note Includes bibliographical references (p. [423]-431) and index
NCID BA18121177
text language code English
author link Kushner, Harold J. (Harold Joseph), 1933-
author link Dupuis, Paul
classification LCC:QA402.37
classification DC:003/.76
subject headings Stochastic control theory
subject headings Markov processes
subject headings Numerical analysis