Additional Metadata
MSC Markov processes (msc 60Jxx), Continuous-time Markov processes on general state spaces (msc 60J25), Diffusion processes (msc 60J60), Jump processes (msc 60J75), Optimal stochastic control (msc 93E20), Other computational methods (msc 93E25)
Publisher CWI
ISBN 978-90-6196-280-9
Series CWI Tracts
Citation
van Dijk, N.M. (1984). Controlled Markov processes : time discretization. CWI Tracts. CWI.