Pathwise Optimality in Stochastic Control (Q2706164)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pathwise Optimality in Stochastic Control |
scientific article |
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Pathwise Optimality in Stochastic Control (English)
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19 March 2001
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\(g\)-optimal stochastic optimal control
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Hamilton-Jacobi-Bellman equations
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pathwise optimality
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infinite time horizon
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