A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253)

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scientific article; zbMATH DE number 7538859
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    A survey of numerical solutions for stochastic control problems: some recent progress
    scientific article; zbMATH DE number 7538859

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      A survey of numerical solutions for stochastic control problems: some recent progress (English)
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      9 June 2022
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      Markov chain approximation
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      deep learning
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      singular control
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      harvesting
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      SIS model
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      debt management
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