01189nam0-22003851i-450-9900013150304033210-387-97834-8000131503FED01000131503(Aleph)000131503FED0100013150320000920d1992----km-y0itay50------baengNumerical Methods for Stochastic Control Problems in Continuous TimeHarold J. Kushner, Paul G. Dupuis.New YorkSpringer-Verlagc1992.IX, 439 p.ill.24 cmApplications of mathematics24With 40 illustrations in 43 parts.Sistemi stocastici e teoria del controlloProcessi di markovAnalisi numerica003.76Kushner,Harold Joseph48432Dupuis,Paul G.ITUNINARICAUNIMARCBK990001315030403321C-39-(249684MA1124-G-2411298MA1MA165U0560F17Numerical Methods for Stochastic Control Problems in Continuous Time382807UNINAING01