A Pseudo-Markov Property for Controlled Diffusion Processes (Q2802081): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Pseudo-Markov Property for Controlled Diffusion Processes |
scientific article |
Statements
A Pseudo-Markov Property for Controlled Diffusion Processes (English)
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25 April 2016
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controlled diffusion processes
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pseudo-Markov property
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martingale problem
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dynamic programming principle
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