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Numerical Methods for Stochastic Control Problems in Continuous Time

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Numerical Methods for Stochastic Control Problems in Continuous Time

Numerical Methods for Stochastic Control Problems in Continuous Time

Kushner, Harold J.; Dupuis, Paul G.
Unpaywall — Jan 1, 1992

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DOI
10.1007/978-1-4684-0441-8
Publisher site
See Book on Publisher Site

Abstract

Published: Jan 1, 1992

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