Maximum principle for discrete-time stochastic optimal control problem and stochastic game (Q2119451): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for discrete-time stochastic optimal control problem and stochastic game |
scientific article |
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Maximum principle for discrete-time stochastic optimal control problem and stochastic game (English)
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29 March 2022
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maximum principle
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stochastic optimal control
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stochastic game
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discrete-time system
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optimal investment/consumption choice
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