LEADER 01859nam 2200457 450 001 000015359 005 20050718115600.0 010 $a0-387-97834-8 100 $a20030725d1992----km-y0itay0103----ba 101 0 $aeng 102 $aUS 200 1 $aNumerical methods for stochastic control problems in continuous time$fHarold J. Kushner, Paul Dupuis 210 $aNew York [etc.]$cSpringer$dc1992 215 $aIX, 439 p.$cill.$d25 cm. 225 2 $aApplications of mathematics$v24 410 0$12001$aApplications of mathematics 606 $aAnalisi numerica 606 $aCatene di Markov 606 $aTeoria del controllo 676 $a003.76$v(21. ed.)$9Sistemi stocastici 691 $a65Cxx$9Numerical analysis. Probabilistic methods, simulation and stochastic differential equations 691 $a60F17$9Probability theory and stochastic processes. Limit theorems. Functional limit theorems; injvariance principles 691 $a93E20$9System theory; control. Stochastic systems and control. Optimal stochastic control 700 1$aKushner,$bHarold J.$048432 701 1$aDupuis,$bPaul$059509 801 0$aIT$bUniversità della Basilicata - B.I.A.$gRICA$2unimarc 912 $a000015359 996 $aNumerical methods for stochastic control problems in continuous time$983312 997 $aUNIBAS BAS $aMONSCI BAS $aSCIENZE CAT $aEXT003$b01$c20030725$lBAS01$h1200 CAT $aEXT003$b01$c20030725$lBAS01$h1203 CAT $aEXT003$b01$c20031003$lBAS01$h1048 CAT $c20050601$lBAS01$h1755 CAT $abatch$b01$c20050718$lBAS01$h1052 CAT $c20050718$lBAS01$h1111 CAT $c20050718$lBAS01$h1141 CAT $c20050718$lBAS01$h1156 FMT Z30 -1$lBAS01$LBAS01$mBOOK$1BASA5$ADipartimento Matematica$2GEN$BCollezione generale$3MAT$61893$5M1893$820030725$f51$FRiservati