Algorithms for Optimal Control of Stochastic Switching Systems (Q3178726)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algorithms for Optimal Control of Stochastic Switching Systems |
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Algorithms for Optimal Control of Stochastic Switching Systems (English)
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7 December 2016
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optimal control
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American options
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pathwise stochastic control
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duality
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