Martingale methods in stochastic control

Martingale methods in stochastic control

Bibliography: leaves 30-33.

Bibliographic Details
Other Authors:	Massachusetts Institute of Technology. Laboratory for Information and Decision Systems.
Language:	eng
Published:	Laboratory for Information and Decision Systems, Massachusetts Institute of Technology 2002
Subjects:	TK7855.M41 E3845 no.874 Stochastic processes Martingales (Mathematics)
Online Access:	http://hdl.handle.net/1721.1/891

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