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Latest revision as of 00:41, 4 July 2024

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Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions
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    Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (English)
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    11 May 2011
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    jump diffusions
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    stochastic optimal control
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    maximum principle
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    dynamic programming principle
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    verification theorem
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    viscosity solution
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