A stochastic representation theorem with applications to optimization and obstacle problems. (Q1879876): Difference between revisions
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Revision as of 02:11, 13 February 2024
scientific article
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English | A stochastic representation theorem with applications to optimization and obstacle problems. |
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A stochastic representation theorem with applications to optimization and obstacle problems. (English)
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15 September 2004
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representation problem for optional processes
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singular control
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optimal stopping
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Gittens index
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Skorokhod problem
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inhomogeneous convexity
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