Optimal switching problems under partial information (Q2516008)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal switching problems under partial information |
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Optimal switching problems under partial information (English)
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7 August 2015
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optimal switching problem
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partial information
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diffusion
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regression
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Monte Carlo method
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Euler scheme
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stochastic filtering
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Kalman-Bucy filter
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