Numerical methods for stochastic control problems in continuous time
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| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Book |
| Language: | English |
| Published: |
New York :
Springer-Verlag,
c2001
|
| Edition: | 2nd ed. |
| Series: | Applications of mathematics
|
| Subjects: | |
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| 008 | 020605s2001 eng d | ||
| 020 | |a 0-387-95139-3 | ||
| 035 | |l 10002208 | ||
| 040 | |a GR-MY-UA |b gre |e aacr | ||
| 041 | 0 | |a eng | |
| 082 | 0 | |a 003.76 | |
| 100 | 1 | |a Kushner, Harold J. |q (Harold Joseph) |d 1933- | |
| 245 | 1 | 0 | |a Numerical methods for stochastic control problems in continuous time / |c Harold J. Kushner, Paul Dupuis |
| 250 | |a 2nd ed. | ||
| 260 | |a New York : |b Springer-Verlag, |c c2001 | ||
| 300 | |a xii, 475 p.; |b ill.; |c 25 cm. | ||
| 490 | 1 | |a Applications of mathematics |v ; 24 | |
| 504 | |a Includes bibliographical references and index | ||
| 650 | 0 | 0 | |a Stochastic control theory. |
| 650 | 0 | 0 | |a Markov processes. |
| 650 | 0 | 0 | |a Numerical analysis. |
| 700 | 1 | |a Dupuis, Paul. | |
| 830 | 0 | |a Applications of mathematics | |
| 852 | |a INST |b SAMOS |e 20020605 |h 003.76 KUS |p 005300024491 |q 005300024491 |t BK |y 0 | ||
| 901 | |a BIBL3-2002-2 | ||
| 909 | |a Σ |b 102177 | ||
| 922 | |a 3ΕΛΗ |b 200202 |c ΤΜΗΜΑ ΜΑΘΗΜΑΤΙΚΩΝ |d ΠΑΠΑΣΩΤΗΡΙΟΥ | ||
| 970 | |a ΜΑΛΑΓΑΡΗ |b ΦΩΤΕΙΝΗ |z 2002/06/05 | ||