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6 - Controlled Martingale Problems
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7 - Degenerate Controlled Diffusions
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Appendix: Results from Second Order Elliptic Equations
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2 - Controlled Diffusions
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Frequently Used Notation
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Epilogue
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Ergodic Control of Diffusion Processes
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8 - Controlled Diffusions with Partial Observations
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Subject index
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Index of symbols
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Frontmatter
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Contents
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1 - Markov Processes and Ergodic Properties
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4 - Various Topics in Nondegenerate Diffusions
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3 - Nondegenerate Controlled Diffusions
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Preface
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5 - Controlled Switching Diffusions
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References
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Multiscale Stochastic Approximation for Parametric Optimization of Hidden Markov Models
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- Probability in the Engineering and Informational Sciences / Volume 11 / Issue 4 / October 1997
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A two Timescale Stochastic Approximation Scheme for Simulation-Based Parametric Optimization
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- Probability in the Engineering and Informational Sciences / Volume 12 / Issue 4 / October 1998
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- 27 July 2009, pp. 519-531
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