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

書目詳細資料
主要作者:	Kushner, Harold J.
其他作者:	Dupuis, Paul
格式:	Printed Book
語言:	English
出版:	New York : Springer, c2001.
版:	2nd ed.
主題:	Stochastic control theory. Markov processes. Numerical analysis.

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