Kushner, Harold J.
Numerical methods for stochastic control problems in continuous time / Harold J. Kushner, Paul G. Dupuis. - New York : Springer-Verlag , cop. 1992 . - IX, 439 p. : il. ; 25 cm. - (Applications of mathematics) ; 24
ISBN 0-387-97834-8
Teoria de controlo
Processos de Markov
Análise numérica
LCC QA402.37
Numerical methods for stochastic control problems in continuous time / Harold J. Kushner, Paul G. Dupuis. - New York : Springer-Verlag , cop. 1992 . - IX, 439 p. : il. ; 25 cm. - (Applications of mathematics) ; 24
ISBN 0-387-97834-8
Teoria de controlo
Processos de Markov
Análise numérica
LCC QA402.37
