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Continuous-time stochastic control a...
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Pham, Huyen.
Continuous-time stochastic control and optimization with financial applications
紀錄類型:
書目-電子資源 : 單行本
正題名/作者:
Continuous-time stochastic control and optimization with financial applications/ by Huyen Pham.
作者:
Pham, Huyen.
出版者:
Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg, : 2009.,
面頁冊數:
xvii, 232 p. :digital ; : 24 cm.;
叢書名:
Stochastic modelling and applied probability,
Contained By:
Springer eBooks
標題:
Calculus of Variations and Optimal Control; Optimization. -
電子資源:
http://dx.doi.org/10.1007/978-3-540-89500-8
ISBN:
9783540895008 (electronic bk.)
Continuous-time stochastic control and optimization with financial applications
Pham, Huyen.
Continuous-time stochastic control and optimization with financial applications
[electronic resource] /by Huyen Pham. - Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2009. - xvii, 232 p. :digital ;24 cm. - Stochastic modelling and applied probability,610172-4568 ;.
ISBN: 9783540895008 (electronic bk.)Subjects--Topical Terms:
120450
Calculus of Variations and Optimal Control; Optimization.
LC Class. No.: QA402.37 / .P43 2009
Dewey Class. No.: 332.015962
Continuous-time stochastic control and optimization with financial applications
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