Diffusive limit approximation of pure-jump optimal stochastic control problems (Q2679562)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusive limit approximation of pure-jump optimal stochastic control problems |
scientific article |
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Diffusive limit approximation of pure-jump optimal stochastic control problems (English)
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23 January 2023
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diffusive limit
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stochastic optimal control
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online auctions
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