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Numerical methods for stochastic control problems in continuous time .-2nded./

Dades bibliogràfiques
Autor principal:	Kushner, Harold J.
Altres autors:	Dupuis, Paul
Format:	Printed Book
Idioma:	English
Publicat:	New York : Springer, c2001.
Edició:	2nd ed.
Matèries:	Stochastic control theory. Markov processes. Numerical analysis.

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