Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion (Q2290396)
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scientific article; zbMATH DE number 7158298
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| English | Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion |
scientific article; zbMATH DE number 7158298 |
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Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion (English)
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27 January 2020
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discrete-time systems
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stochastic optimal control
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probabilistic criterion
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dynamic programming
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Bellman function
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investment portfolio management
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0.9332907
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0.88816327
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0.88415706
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0.8834069
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0.8812229
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0.87896854
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0.8712715
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