Discretisation of stochastic control problems for continuous time dynamics with delay (Q885948): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discretisation of stochastic control problems for continuous time dynamics with delay |
scientific article |
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Discretisation of stochastic control problems for continuous time dynamics with delay (English)
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14 June 2007
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stochastic delay differential equations
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stochastic optimal control
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finite-difference approximation
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