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1
by Øksendal, Bernt, Sulem, Agnès
Published 2005
Springer Berlin Heidelberg
“... applications. The types of control problems covered include classical stochastic control, optimal stopping...”
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2
by Øksendal, Bernt, Sulem, Agnès
Published 2007
Springer Berlin Heidelberg
“... diffusions and its applications. The types of control problems covered include classical stochastic control...”