On Bellman's equations for mean and variance control of a Markov diffusion (Q3585322): Difference between revisions
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English | On Bellman's equations for mean and variance control of a Markov diffusion |
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On Bellman's equations for mean and variance control of a Markov diffusion (English)
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19 August 2010
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degenerate Markov diffusion
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mean and variance control
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Bellman's equation
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PDE system
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