Numerical Methods for Stochastic Control Problems in Continuous Time || The Markov Chain Approximation Method: Introduction
Kushner, Harold J.; Dupuis, Paul G.
- 作者Kushner, Harold J.; Dupuis, Paul G.
- 文件大小2400.06KB
- 发表时间1992
- DOI10.1007/978-1-4684-0441-8_5
- 页码67-88