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عنوان
Numerical methods for stochastic control problems in continuous time

پدید آورنده
Harold J. Kushner, Paul G. Dupuis

موضوع
، Stochastic control theory,، Markov processes,، Numerical analysis

رده
QA
402
.
37
.
K87

کتابخانه
Library of Institute for Research in Fundamental Sciences

محل استقرار
استان: Tehran ـ شهر: Tehran

Library of Institute for Research in Fundamental Sciences

تماس با کتابخانه : 22291812-021

TITLE AND STATEMENT OF RESPONSIBILITY

Title Proper
Numerical methods for stochastic control problems in continuous time
First Statement of Responsibility
Harold J. Kushner, Paul G. Dupuis

.PUBLICATION, DISTRIBUTION, ETC

Place of Publication, Distribution, etc.
Berlin
Name of Publisher, Distributor, etc.
Springer-Verlag
Date of Publication, Distribution, etc.
c1992

PHYSICAL DESCRIPTION

Specific Material Designation and Extent of Item
ix, 439p.: ill

SERIES

Other Title Information
Applications of mathematics; 42

GENERAL NOTES

Text of Note
Bibliography: p. ]423[-431
Text of Note
ISBN: 3540978348

ORIGINAL VERSION NOTE

Text of Note
1

TOPICAL NAME USED AS SUBJECT

Entry Element
، Stochastic control theory
Entry Element
، Markov processes
Entry Element
، Numerical analysis

LIBRARY OF CONGRESS CLASSIFICATION

Class number
QA
402
.
37
.
K87

PERSONAL NAME - PRIMARY RESPONSIBILITY

Entry Element
Kushner, Harold Joseph, 3391-
Relator Code
AU

AU Dupuis, Paul
TI
SE

Proposal/Bug Report

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