Some control problems with random intervention times (Q2749130)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some control problems with random intervention times |
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Some control problems with random intervention times (English)
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16 June 2003
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impulse control
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variational inequality
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generalized Itô formula
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stochastic control
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Poisson process
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optimal control problem
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value function
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