Stochastic control with rough paths (Q2400494): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic control with rough paths |
scientific article |
Statements
Stochastic control with rough paths (English)
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1 September 2017
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stochastic control
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rough differential equations
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rough paths
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duality
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Pontryagin maximum principle
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