An approximation scheme for stochastic controls in continuous time (Q2257619)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An approximation scheme for stochastic controls in continuous time |
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An approximation scheme for stochastic controls in continuous time (English)
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25 February 2015
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stochastic controls
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Hamilton-Jacobi-Bellman equations
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viscosity solutions
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kernel density estimation
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Monte Carlo methods
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