Maximum principles for jump diffusion processes with infinite horizon (Q2356691): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principles for jump diffusion processes with infinite horizon |
scientific article |
Statements
Maximum principles for jump diffusion processes with infinite horizon (English)
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6 June 2017
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optimal control
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Lévy processes
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maximum principle
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Hamiltonian
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infinite horizon
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adjoint process
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partial information
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