Kushner, H. J. <br/><br/>
Numerical Methods for Stochastic Control Problems in Continuous Time. 2nd. Edition. 

 - New York  Springer  2001 
 - xii, 475p. 
 - Applications of Mathematics Stochastic Modelling and Applied .
<br/><br/><label>ISBN: </label>978-0-387-95139-3