New approach to stochastic optimal control (Q2465462)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New approach to stochastic optimal control |
scientific article |
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New approach to stochastic optimal control (English)
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4 January 2008
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Optimal stochastic control
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Itô's formula
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Hamilton-Jacobi-Bellman equation
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Semilinear parabolic equation
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