Kushner, H. J., & Dupuis, P. (2001). Numerical Methods for Stochastic Control Problems in Continuous Time (Second Edition.). Springer New York. https://doi.org/10.1007/978-1-4613-0007-6
Chicago Style (17th ed.) CitationKushner, Harold J., and Paul Dupuis. Numerical Methods for Stochastic Control Problems in Continuous Time. Second Edition. New York, NY: Springer New York, 2001. https://doi.org/10.1007/978-1-4613-0007-6.
MLA (9th ed.) CitationKushner, Harold J., and Paul Dupuis. Numerical Methods for Stochastic Control Problems in Continuous Time. Second Edition. Springer New York, 2001. https://doi.org/10.1007/978-1-4613-0007-6.
Warning: These citations may not always be 100% accurate.