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Mathematics Subject Classification (2000): 93-02, 65U05, 90C39, 93E20 Library of Congress Cataloging-in-Publication Data Kushner, Harold J. (Harold Joseph), 1933-Numerical methods for stochastic control problems in continuous time 1 Harold J. Kushner, Paul Dupuis. -2nd ed. p. cm. -(Applications of mathematics ; 24) Includes bibliographical references and index.

Library of Congress Cataloging-in-Publication Data Kushner, Harold J. (Harold Joseph), 1933-Numerical methods for stochastic control problems in continuous time / Harold J. Kushner, Paul Dupuis. p. cm. --(Applications of mathematics, 24) Includes bibliographical references and index.