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Numerical methods for stochastic control problems in continuous time
| Autores principales: | , |
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| Lenguaje: | eng |
| Publicado: |
Springer
2001
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| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-1-4613-0007-6 http://cds.cern.ch/record/1634952 |
| _version_ | 1780934477080428544 |
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| author | Kushner, Harold J Dupuis, Paul |
| author_facet | Kushner, Harold J Dupuis, Paul |
| author_sort | Kushner, Harold J |
| collection | CERN |
| id | cern-1634952 |
| institution | Organización Europea para la Investigación Nuclear |
| language | eng |
| publishDate | 2001 |
| publisher | Springer |
| record_format | invenio |
| spelling | cern-16349522021-04-21T21:30:55Zdoi:10.1007/978-1-4613-0007-6http://cds.cern.ch/record/1634952engKushner, Harold JDupuis, PaulNumerical methods for stochastic control problems in continuous timeMathematical Physics and MathematicsSpringeroai:cds.cern.ch:16349522001 |
| spellingShingle | Mathematical Physics and Mathematics Kushner, Harold J Dupuis, Paul Numerical methods for stochastic control problems in continuous time |
| title | Numerical methods for stochastic control problems in continuous time |
| title_full | Numerical methods for stochastic control problems in continuous time |
| title_fullStr | Numerical methods for stochastic control problems in continuous time |
| title_full_unstemmed | Numerical methods for stochastic control problems in continuous time |
| title_short | Numerical methods for stochastic control problems in continuous time |
| title_sort | numerical methods for stochastic control problems in continuous time |
| topic | Mathematical Physics and Mathematics |
| url | https://dx.doi.org/10.1007/978-1-4613-0007-6 http://cds.cern.ch/record/1634952 |
| work_keys_str_mv | AT kushnerharoldj numericalmethodsforstochasticcontrolproblemsincontinuoustime AT dupuispaul numericalmethodsforstochasticcontrolproblemsincontinuoustime |