000 00705nam a2200229Ia 4500
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008 170527s2016||||xx |||||||||||||| ||und||
020 _a9780387951393
082 _a519 K9684n2
100 _aKushner, Harold J.
245 0 _aNumerical methods for stochastic control problems in continuous time
_cHarold J. Kushner
250 _a2nd ed.
260 _bSpringer
_c2001
_aNew York
300 _axii, 475p.
440 _aApplications of Mathematics: Stochastic Modelling and Applied Probability
490 _aKaratzas, I.
650 _aNumerical analysis
650 _aMarkov processes
650 _aStochastic control theory
700 _aDupuis, Paul
942 _cREF
999 _c14432
_d14432