The State Equations Methods for Stochastic Control Problems (Q3071784): Difference between revisions
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Revision as of 22:29, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The State Equations Methods for Stochastic Control Problems |
scientific article |
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The State Equations Methods for Stochastic Control Problems (English)
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5 February 2011
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stochastic optimal control
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Markov chain approximation
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predictor-corrector methods
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portfolio management
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