The Inverse Optimal Problem: A Dynamic Programming Approach (Q3790903): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Inverse Optimal Problem: A Dynamic Programming Approach |
scientific article |
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The Inverse Optimal Problem: A Dynamic Programming Approach (English)
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1988
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Ito's lemma
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stochastic inverse optimization problem
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stochastic descriptive growth equation
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stochastic optimal growth
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stochastic differential equation
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Wiener process
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