Numerical methods for stochastic control problems in continuous time

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Bibliographic Information

Title
"Numerical methods for stochastic control problems in continuous time"
Statement of Responsibility
Harold J. Kushner, Paul G. Dupuis
Publisher
  • Springer-Verlag
Publication Year
  • c1992
Book size
25 cm
Series Name / No
  • : us
  • : gw

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Notes

Includes bibliographical references (p. [423]-431) and index

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