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Markov decision processes with applications to finance

Bauerle, N.

Markov decision processes with applications to finance N. Bauerle and U. Rieder - New York Springer 2010 - xvi, 388p. pbk. - Universitext .

ISBN: 9783642183232

Subjects--Topical Terms:
MARKOV CHAINS
MARKOV PROCESSES

Dewey Class. No.: 519.217 / BAU-M

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