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SIAMCO
2002

Numerical Approximations for Stochastic Differential Games

10 years 1 months ago
Numerical Approximations for Stochastic Differential Games
The Markov chain approximation method is a widely used, relatively easy to use, and efficient family of methods for the bulk of stochastic control problems in continuous time, for re
Harold J. Kushner
Added 23 Dec 2010
Updated 23 Dec 2010
Type Journal
Year 2002
Where SIAMCO
Authors Harold J. Kushner
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