Stochastic Control in Discrete and Continuous Time
This book provides a comprehensive introduction to stochastic control problems in discrete and continuous time. The material is presented logically, beginning with the discrete-time case before proceeding to the stochastic continuous-time models. Central themes are dynamic programming in discrete ti...
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| Format: | Electronic |
| Language: | English |
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Boston, MA :
Springer US,
2009.
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| Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-0-387-76617-1 |