Optimal control of martingales in a radially symmetric environment (Q2698480): Difference between revisions

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Latest revision as of 20:26, 19 December 2024

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Optimal control of martingales in a radially symmetric environment
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    Optimal control of martingales in a radially symmetric environment (English)
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    24 April 2023
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    multidimensional martingales
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    Hamilton-Jacobi-Bellman equation
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