Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049): Difference between revisions
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English | Optimal control of semi-Markov processes with a backward stochastic differential equations approach |
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Optimal control of semi-Markov processes with a backward stochastic differential equations approach (English)
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28 April 2017
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backward stochastic differential equations
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optimal control problems
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semi-Markov processes
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marked point processes
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