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A stochastic maximum principle for optimal control of diffusions U.G. Haussmann

By: Series: Pitman research notes in mathematics series. 151 Publication details: New York Longman Scientific & Technical 1986Description: 109 p fig 25 cmISBN:
  • 0470207868
Subject(s): DDC classification:
  • 519.2'33
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Item type Current library Call number Status Date due Barcode
Carti IMAR II 28512 (Browse shelf(Opens below)) Available 0008007

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