Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time (Q2441319)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time |
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Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time (English)
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24 March 2014
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stochastic control
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optimal stopping
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dynamic programming
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linear programming
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HJB equation
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