Numerical approximations for stochastic systems with delays in the state and control (Q3426323)

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Numerical approximations for stochastic systems with delays in the state and control
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    Numerical approximations for stochastic systems with delays in the state and control (English)
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    8 March 2007
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    optimal stochastic control
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    numerical methods
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    delay stochastic equations
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    numerical methods for delayed controlled diffusions
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    Markov chain approximation method
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