Traditional derivation of Bellman equation for general controlled stochastic processes (Q1172037): Difference between revisions

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Property / cites work: Bellman's equation for uniformly nondegenerate stochastic processes / rank
 
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Latest revision as of 17:32, 13 June 2024

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Traditional derivation of Bellman equation for general controlled stochastic processes
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    Traditional derivation of Bellman equation for general controlled stochastic processes (English)
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    1982
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    jump diffusion processes
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    Hamilton-Jacobi-Bellman equations
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