Kushner, H. J., & Dupuis, P. (2001). Numerical methods for stochastic control problems in continuous time (2nd ed.). Springer-Verlag.
Chicago Style (17th ed.) CitationKushner, Harold J., and Paul Dupuis. Numerical Methods for Stochastic Control Problems in Continuous Time. 2nd ed. New York: Springer-Verlag, 2001.
MLA (9th ed.) CitationKushner, Harold J., and Paul Dupuis. Numerical Methods for Stochastic Control Problems in Continuous Time. 2nd ed. Springer-Verlag, 2001.
Warning: These citations may not always be 100% accurate.