Numerical methods for stochastic control problems in continuous time H.J. Kushner & P. Dupuis
Material type: TextSeries: Applications of mathematics stochastic modeling & applied probability 24Publication details: New York Springer 2001 Edition: 2Description: xii 475ISBN: 0-387-95139-3Subject(s): Numerical Methods | Stochastic ControlDDC classification: 11.08Item type | Current library | Call number | Materials specified | Status | Date due | Barcode |
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Books | TIFR CAM Library | 11.08 KUSH (Browse shelf(Opens below)) | Available | M7345 |
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11.07 WIRZ Numerical methods in fluid dynamics | 11.08 GONI Nonlinear Lp-norm estimation | 11.08 HAMM Monte carlo methods | 11.08 KUSH Numerical methods for stochastic control problems in continuous time | 11.08 LAND Guide to monte carlo simulations in statistical physics | 11.08 LAND Guide to monte carlo simulations in statistical physics | 11.09 AHLB Theory of splines & their applications |
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