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

Bibliografiska uppgifter
Huvudupphovsman:	Kushner, Harold J.
Övriga upphovsmän:	Dupuis, Paul
Materialtyp:	Printed Book
Språk:	English
Publicerad:	New York : Springer, c2001.
Upplaga:	2nd ed.
Ämnen:	Stochastic control theory. Markov processes. Numerical analysis.

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