Optimal control of martingales in a radially symmetric environment (Q2698480)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of martingales in a radially symmetric environment |
scientific article |
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Optimal control of martingales in a radially symmetric environment (English)
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24 April 2023
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multidimensional martingales
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Hamilton-Jacobi-Bellman equation
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