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Regression Methods for Stochastic Control Problems and Their Convergence Analysis

15 years 1 months ago
Regression Methods for Stochastic Control Problems and Their Convergence Analysis
Denis Belomestny, Anastasia Kolodko, John Schoenma
Added 30 Jan 2011
Updated 30 Jan 2011
Type Journal
Year 2010
Where SIAMCO
Authors Denis Belomestny, Anastasia Kolodko, John Schoenmakers
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