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

Bibliografski detalji
Glavni autor:	Kushner, Harold J.
Daljnji autori:	Dupuis, Paul
Format:	Printed Book
Jezik:	English
Izdano:	New York : Springer, c2001.
Izdanje:	2nd ed.
Teme:	Stochastic control theory. Markov processes. Numerical analysis.

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