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Discretisation of stochastic control problems for continuous time dynamics with delay

Discretisation of stochastic control problems for continuous time dynamics with delay

Markus Fischer; Markus Reiß

作者Markus Fischer; Markus Reiß
卷第205卷
期第2期
印刷ISSN0377-0427
文件大小216.81KB
发表时间2007
DOI10.1016/j.cam.2006.02.062
页码969-981

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