Numerical Methods for Stochastic Control Problems in Continuous Time, Paperback by Kushner, Harold S.; Dupuis, Paul G., ISBN 1461265312, ISBN-13 9781461265313, Brand New, Free shipping in the US

<p>Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest developments. It covers effective numerical methods for stochastic control problems in continuous time on two levels, that of practice and that of mathematical development. It is broadly accessible for graduate students and researchers.</p>