New approach to stochastic optimal control (Q2465462)
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scientific article; zbMATH DE number 5223409
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | New approach to stochastic optimal control |
scientific article; zbMATH DE number 5223409 |
Statements
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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0.8414379358291626
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0.8290809988975525
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0.827808678150177
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0.8236594796180725
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0.8212123513221741
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