Dynamic programming for semi-Markov modulated SDEs (Q5093684): Difference between revisions

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Latest revision as of 18:19, 29 July 2024

scientific article; zbMATH DE number 7565460
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English
Dynamic programming for semi-Markov modulated SDEs
scientific article; zbMATH DE number 7565460

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    Dynamic programming for semi-Markov modulated SDEs (English)
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    1 August 2022
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    stochastic optimal control
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    dynamic programming
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    semi-Markov processes
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