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

Sonraí Bibleagrafaíochta
Príomhúdar:	Kushner, Harold J.
Údair Eile:	Dupuis, Paul
Formáid:	Printed Book
Teanga:	English
Foilsithe:	New York : Springer, c2001.
Eagrán:	2nd ed.
Ábhair:	Stochastic control theory. Markov processes. Numerical analysis.

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