"Numerical Methods for Stochastic Control Problems in Continuous Time ..."

Tyrone E. Duncan (1994)

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DOI: 10.1137/1036162

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type: Journal Article

metadata version: 2020-09-29

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Tyrone E. Duncan:
Numerical Methods for Stochastic Control Problems in Continuous Time (Harold J. Kushner and Paul G. Dupuis). SIAM Rev. 36(4): 668-669 (1994)

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