Numerical Methods for Stochastic Control Problems in Continuous Time
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Publication:5753867
DOI10.1137/0328056zbMath0721.93087OpenAlexW1964377184MaRDI QIDQ5753867
Publication date: 1990
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/774c9d82e4a0c7a8e54d9be971730fb98ec4c084
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