Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory (Q3145067)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory |
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Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory (English)
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13 December 2012
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optimal stopping
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stochastic control
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stochastic functional differential equations
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