Time-discretization for controlled Markov processes. II. A jump and diffusion application

Nico M. van Dijk, Arie Hordijk. Time-discretization for controlled Markov processes. II. A jump and diffusion application. Kybernetika, 32(2):139-158, 1996. [doi]

Authors

Nico M. van Dijk

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Arie Hordijk

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