Numerical methods for stochastic control problems in continuous time

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Bibliographic Details
Main Author:	Kushner, Harold J. 1933- Harold Joseph
Other Authors:	Dupuis, Paul
Format:	Book
Published:	New York Springer-Verlag 1992
Series:	Applications of mathematics 24
Subjects:	Markov processes Stochastic control theory Numerical analysis
Online Access:	Click Here to View Status and Holdings.
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