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

Manylion Llyfryddiaeth
Prif Awdur:	Kushner, Harold J.
Awduron Eraill:	Dupuis, Paul
Fformat:	Printed Book
Iaith:	English
Cyhoeddwyd:	New York : Springer, c2001.
Rhifyn:	2nd ed.
Pynciau:	Stochastic control theory. Markov processes. Numerical analysis.

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