Numerical methods for stochastic control problems in continuous time

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Bibliographic Details
Main Author: Kushner, Harold J. (Harold Joseph) 1933-
Other Authors: Dupuis, Paul
Format: Book
Language:English
Published: New York : Springer-Verlag, c2001
Edition:2nd ed.
Series:Applications of mathematics
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Description
Physical Description:xii, 475 p.; ill.; 25 cm.
Bibliography:Includes bibliographical references and index
ISBN:0-387-95139-3