Numerical Methods for Stochastic Control Problems in Continuous Time

EISBN:9781461300076
PISBN:9781461265313
出版社:Springer New York
出版类型:Graduate/advanced undergraduate textbook
出版时间:2001
版次:Second Edition
作者:Harold J. Kushner,Paul Dupuis
主题词:Probability Theory and Stochastic Processes,Calculus of Variations and Optimal Control,Optimization,Systems Theory,Control
语种:英语
所属数据库:SpringerLink电子图书
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