Numerical methods for stochastic control problems in continuous time /

Numerical methods for stochastic control problems in continuous time /

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Detalhes bibliográficos
Principais autores: 272176 Kushner, Harold J. (Harold Joseph), 1933-, Dupuis, Paul
Formato:
Idioma:eng
Publicado em: New York : Springer, 2001
Assuntos:
Stochastic control theory
Markov processes
Numerical analysis

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