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Numerical methods for stochastic control problems in continuous time
Autores principales: | Kushner, Harold J, Dupuis, Paul |
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Lenguaje: | eng |
Publicado: |
Springer
2001
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Materias: | |
Acceso en línea: | https://dx.doi.org/10.1007/978-1-4613-0007-6 http://cds.cern.ch/record/1634952 |
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