Solving stochastic optimal control problems by a Wiener chaos approach (Q2510585)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving stochastic optimal control problems by a Wiener chaos approach |
scientific article |
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Solving stochastic optimal control problems by a Wiener chaos approach (English)
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1 August 2014
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stochastic optimal control
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Markov control
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Wiener chaos
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Malliavin calculus
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direct multiple shooting
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