Numerical approximations for nonlinear stochastic systems with delays (Q5704544)

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scientific article; zbMATH DE number 2229149
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Numerical approximations for nonlinear stochastic systems with delays
scientific article; zbMATH DE number 2229149

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    Numerical approximations for nonlinear stochastic systems with delays (English)
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    15 November 2005
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    optimal stochastic control
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    numerical methods
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    stochastic equations with delay
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    Markov chain approximation method
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