Continuous-time stochastic control and optimization with financial applications
by Pham, Huyên
Series: Stochastic modelling and applied probability 0172-4568 . 61 Published by : Springer (Berlin ) Physical details: xvii, 232p. 24 cm ISBN: 9783540894995 . Subject(s): Stochastic control theory | Business mathematics | Mathematical optimization Year: 2009| Item type | Location | Call number | Status | Date due |
|---|---|---|---|---|
 Livro |
IST - Biblioteca do Tagus Park IST-Bib Tagus Park | QA402.37.PHA.103771.DM (Browse shelf) | Para utilização interna |
Includes bibliographical references(p.223-229) and index
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