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Numerical Methods for Stochastic Control Problems
2013, Springer
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1461265312
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Numerical Methods for Stochastic Control Problems in Continuous Time
by Kushner, Harold, and Dupuis, Paul G
2013, Springer
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1461265312
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New. Print on demand Trade paperback (US). Glued binding. 476 p. Contains: Tables, black & white. Stochastic Modelling and Applied Probability, 24.
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