LIBROS DEL AUTOR: atle seierstad

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  • Stochastic Control in Discrete and Continuous Time
    Atle Seierstad
    This book contains an introduction to three topics in stochastic control: discrete time stochastic control, i. e. , stochastic dynamic programming (Chapter 1), piecewise - terministic control problems (Chapter 3), and control of Ito diffusions (Chapter 4). The chapters include treatments of optimal stopping problems. An Appendix - calls material from ...
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