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Stochastic Control and Large Deviations

Wendell H. Fleming. Stochastic Control and Large Deviations. In Alain Bensoussan, Jean-Pierre Verjus, editors, Future Tendencies in Computer Science, Control and Applied Mathematics: International Conference on the Occasion of the 25th Anniversary of INRIA, Paris, France, December 8-11, 1992, Proceedings. Volume 653 of Lecture Notes in Computer Science, pages 291-300, Springer, 1992.

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