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Stochastic optimal control :
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Stochastic optimal control : the discrete time case /
Main Author:
Μπερτσέκας, Δημήτρης
Other Authors:
Shreve, Steven E.
Format:
Book
Published:
Belmont, MA.:
Athena Scientific,
c1996
Subjects:
Dynamic programming
Stochastic processes
Holdings
Description
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Physical Description:
xiii, 323 p. ; 24 cm.
Bibliography:
Includes bibliography and index.
ISBN:
1886529035
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