Martingale approach to stochastic control with discretionary stopping (Q2502186)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale approach to stochastic control with discretionary stopping |
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Martingale approach to stochastic control with discretionary stopping (English)
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12 September 2006
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stochastic control
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optimal stopping
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martingales
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Doob-Meyer decompositions
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