Numerical Methods for Stochastic Control Problems in Continuous Time (Q5753867)
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scientific article; zbMATH DE number 4189628
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Methods for Stochastic Control Problems in Continuous Time |
scientific article; zbMATH DE number 4189628 |
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Numerical Methods for Stochastic Control Problems in Continuous Time (English)
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1990
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optimal stochastic control problems
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Markov chain model
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