Numerical methods for stochastic control problems in continuous time
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| Format: | Unknown |
| Published: |
New York
Springer-Verlag
1992
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| Series: | Applications of mathematics
24 |
| Subjects: | |
| Online Access: | Click Here to View Status and Holdings. |
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Optimization of stochastic systems topics in discrete-time dynamics
Optimal and Robust Estimation With an Introduction to Stochastic Control Theory
Stochastic Methods For Boundary Value Problems Numerics For High-Dimensional PDEs and Applications
