01859nam 2200457 450 00001535920050718115600.00-387-97834-820030725d1992----km-y0itay0103----baengUSNumerical methods for stochastic control problems in continuous timeHarold J. Kushner, Paul DupuisNew York [etc.]Springerc1992IX, 439 p.ill.25 cm.Applications of mathematics242001Applications of mathematicsAnalisi numericaCatene di MarkovTeoria del controllo003.76(21. ed.)Sistemi stocastici65CxxNumerical analysis. Probabilistic methods, simulation and stochastic differential equations60F17Probability theory and stochastic processes. Limit theorems. Functional limit theorems; injvariance principles93E20System theory; control. Stochastic systems and control. Optimal stochastic controlKushner,Harold J.48432Dupuis,Paul59509ITUniversità della Basilicata - B.I.A.RICAunimarc000015359Numerical methods for stochastic control problems in continuous time83312UNIBASMONSCISCIENZEEXT0030120030725BAS011200EXT0030120030725BAS011203EXT0030120031003BAS01104820050601BAS011755batch0120050718BAS01105220050718BAS01111120050718BAS01114120050718BAS011156BAS01BAS01BOOKBASA5Dipartimento MatematicaGENCollezione generaleMAT1893M18932003072551Riservati