Numerical Methods for Stochastic Control Problems in Continuous Time || Computational Methods for Controlled Markov Chains
Kushner, Harold J.; Dupuis, Paul G.
- 作者Kushner, Harold J.; Dupuis, Paul G.
- 文件大小4154.22KB
- 发表时间1992
- DOI10.1007/978-1-4684-0441-8_7
- 页码151-192