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  • Harold Kushner
    978-0-8176-4621-9
    2008
    Edition 1
    • This is the first comprehensive book on the subject
    • Useful forms of numerical algorithms and system approximations are given
    • Various examples are presented with applications to control and modern communications systems
    • For a broad audience of graduate students, researchers, and practitioners in control theory, stochastic systems, numerical analysis, operations research, probability theory, and dynamical systems.
    • May be used as a graduate-level textbook in a special topics course or seminar on numerical methods in stochastic control
    • Includes supplementary material: sn.pub/extras

    €180

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