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3 - Stochastic Calculus
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- 26 April 2004, pp 56-112
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Bibliography
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- 26 April 2004, pp 309-316
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1 - Probability Theory
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- 26 April 2004, pp 1-23
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Index
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- 26 April 2004, pp 317-326
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Contents
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- 26 April 2004, pp vii-x
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4 - Stochastic Dynamic Programming
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- 26 April 2004, pp 113-168
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List of Figures
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- 26 April 2004, pp xi-xii
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Preface
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![](https://assets.cambridge.org/97805218/34063/cover/9780521834063.jpg)
Stochastic Optimization in Continuous Time
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A - Miscellaneous Applications and Exercises
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- 26 April 2004, pp 288-308
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5 - How to Solve it
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- 26 April 2004, pp 169-224
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Frontmatter
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STOCHASTIC OPTIMIZATION IN CONTINUOUS TIME
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2 - Wiener Processes
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- 26 April 2004, pp 24-55
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6 - Boundaries and Absorbing Barriers
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- 26 April 2004, pp 225-287
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