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MR1681057
(2000a:49054)
49L20
(60F17 65N06 93E20)
Boué, Michelle; Dupuis, Paul Markov chain approximations for deterministic control problems with affine dynamics and quadratic cost in the control. SIAM J. Numer. Anal. 36 (1999), no. 3, 667--695 (electronic). |
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