Numerical methods for stochastic control problems in continuous time. /

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Bibliographic Details
Main Authors: Kushner, Harold J. (Author), Dupuis, Paul G. (Author)
Format: Book
Language:English
Published: New York-Berlin-Heidelberg : Springer-Verlag, 1992
Edition:1. vyd.
Series:Applications of mathematics 24.
Subjects:
ISBN: 0387978348 (viaz.)
Physical Description: 439 s.
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