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Controlled Diffusion Processes

Edition Description

Stochastic control theory is a relatively young branch of mathematics. The beginning of its intensive development falls in the late 1950s and early 1960s. During that period an extensive literature appeared on optimal stochastic control using the quadratic performance criterion...

Edition Details

Format:Hardcover

Language:English

ISBN:0387904611

Format: Hardcover

Condition:

143.59

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Controlled Diffusion Processes

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