Numerical methods for stochastic control problems in continuous time
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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: | |
Online Access: | Click Here to View Status and Holdings. |
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