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

George Yin (2015)

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DOI: 10.1007/978-1-4471-5102-9_232-1

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type: Reference Work

metadata version: 2021-06-01

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George Yin:
Numerical Methods for Continuous-Time Stochastic Control Problems. Encyclopedia of Systems and Control 2015

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