Numerical methods for stochastic control problems in continuous time
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| 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
|
| Subjects: | |
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