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Numerical methods for stochastic control problems in continuous time

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Detalles Bibliográficos
Autores principales:	Kushner, Harold J, Dupuis, Paul G
Lenguaje:	eng
Publicado:	Springer 1992
Materias:	Mathematical Physics and Mathematics
Acceso en línea:	https://dx.doi.org/10.1007/978-1-4684-0441-8 http://cds.cern.ch/record/1614654

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