Numerical methods for optimal harvesting strategies in random environments under partial observations (Q290829)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical methods for optimal harvesting strategies in random environments under partial observations |
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Numerical methods for optimal harvesting strategies in random environments under partial observations (English)
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3 June 2016
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harvesting problem
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controlled regime-switching diffusion
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singular control
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partial observation
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Wonham filter
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