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  • Dynamic Programming Principle
    Makiko Nisio
    978-4-431-55123-2
    2015
    Edition 2
    • Deals with a quick review of stochastic analysis and stochastic differential equations with random coefficients
    • Deals with viscosity solutions of nonlinear parabolic equation
    • Shows the connection between controlled Zakai equations and control of partially observable diffusions
    • Includes supplementary material: sn.pub/extras

    €240

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