A dual representation result for value functions in stochastic control of infinite dimensional groups (Q2229204)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dual representation result for value functions in stochastic control of infinite dimensional groups |
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A dual representation result for value functions in stochastic control of infinite dimensional groups (English)
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22 February 2021
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value function
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Legendre transform
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duality
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linear-convex stochastic control
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