02076nam0 22004573i 450 VAN0029006320250616020544.848N978146840441820250326d1992 |0itac50 baengUS|||| |||||i e bcrNumerical Methods for Stochastic Control Problems in Continuous TimeHarold J. Kushner, Paul G. DupuisNew York [etc.]Springer-Verlag1992ix, 439 p.ill.24 cm001VAN000764902001 Stochastic modelling and applied probability210 New York [etc.]Springer2460F17Functional limit theorems; invariance principles [MSC 2020]VANC033628MF65-XXNumerical analysis [MSC 2020]VANC019772MF65CxxProbabilistic methods, stochastic differential equations [MSC 2020]VANC028329MF65K10Numerical optimization and variational techniques [MSC 2020]VANC020088MF93E20Optimal stochastic control [MSC 2020]VANC019946MFAlgorithmsKW:KMarkov ChainsKW:KNumerical AnalysisKW:KStochastic processesKW:KVariationKW:KUSNew YorkVANL000011KushnerHarold J.VANV04533048432DupuisPaul A.VANV09886259509Springer <editore>VANV108073650ITSOL20250620RICAhttps://doi.org/10.1007/978-1-4684-0441-8E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00290063BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-Book 11222 08eMF11222 20250528 Numerical methods for stochastic control problems in continuous time83312UNICAMPANIA