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author_facet:"Kushner, Harold"
dewey-ones:"519 - Probabilities & applied mathematics"
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1
Numerical Methods for Stochastic Control Problems in Continuous Time
by
Kushner, Harold
,
Dupuis, Paul G.
Published 2001
Springer New York
“
... is a very active
area
of research and new problem formulations and sometimes surprising applications...
”
Read Now
2
Stochastic Approximation and Recursive Algorithms and Applications
by
Kushner, Harold
,
Yin, G. George
Published 1997
Springer New York
“
... and diverse
areas
, and new techniques have been developed for proofs of convergence and rate of convergence...
”
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3
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
by
Kushner, Harold
Published 1990
Birkhäuser
“
... theory and related
areas
. In fact, the techniques used here can be fruitfully applied to many other
areas
...
”
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Classification: 519 - Probabilities & applied mathematics
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519 - Probabilities & applied mathematics
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3
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Springer Book Archives -2004
3
Author
Kushner, Harold
Dupuis, Paul G.
1
Yin, G. George
1
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