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

Detalles Bibliográficos
Autor Principal:	Kushner, Harold J.
Outros autores:	Dupuis, Paul
Formato:	Printed Book
Idioma:	English
Publicado:	New York : Springer, c2001.
Edición:	2nd ed.
Subjects:	Stochastic control theory. Markov processes. Numerical analysis.

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