Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility (Q1017026)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility |
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Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility (English)
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18 May 2009
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stochastic differential equation
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Poisson processes
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Bellman equation
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