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Latest revision as of 06:31, 11 July 2024

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On the smoothness of value functions and the existence of optimal strategies in diffusion models
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    On the smoothness of value functions and the existence of optimal strategies in diffusion models (English)
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    22 December 2015
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    optimal control
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    optimal stopping
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    smooth pasting
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    super contact
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    Markov control
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    HJB equation
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