A stochastic control problem with regime switching (Q3384592)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic control problem with regime switching |
scientific article |
Statements
A stochastic control problem with regime switching (English)
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15 December 2021
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stochastic control
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HJB equation
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generalized HJB equation
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partial differential equations
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elliptic systems
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