01234nam--2200397---450-9900007824902033160-387-97834-80078249USA010078249(ALEPH)000078249USA01007824920011130d1992----km-y0itay0103----baengUS||||||||001yyNumerical methods for stochastic control problems in continuous timeHarold J. Kushner, Paul G. DupuisNew YorkSprngerc1992IX, 439 p24 cmApplications of mathematics242001Applications of mathematics24Sistemi stocasticiProcessi di MarkovAnalisi numerica003.76KUSHNER,Harold Joseph48432DUPUIS,Paul G.59509ITsalbcISBD990000782490203316003.76 KUS10992 NG003.76BKTECPATTY9020011130USA01123720020403USA011725PATRY9020040406USA011654Numerical methods for stochastic control problems in continuous time83312UNISA