|
|
||
|
|
|
MR1800098
(2001g:93002)
93-02
(65C50 65K10 90C39 93E20)
Kushner, Harold J.; Dupuis, Paul Numerical methods for stochastic control problems in continuous time. Second edition. Applications of Mathematics (New York), 24. Stochastic Modelling and Applied Probability. Springer-Verlag, New York, 2001. xii+475 pp. ISBN: 0-387-95139-3 |
|
|
| For users without a MathSciNet license , Relay Station allows linking from MR numbers in online mathematical literature directly to electronic journals and original articles. Subscribers receive the added value of full MathSciNet reviews. | ||||
|
|
||||
AMS Home Page
|