Stochastic impulse control of non-Markovian processes (Q989967): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic impulse control of non-Markovian processes |
scientific article |
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Stochastic impulse control of non-Markovian processes (English)
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23 August 2010
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stochastic impulse control
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Snell envelope
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stochastic control
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backward stochastic differential equations
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optimal stopping time
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