Dynamic programming for controlled Markov families: abstractly and over martingale measures (Q3192135)
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scientific article
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| English | Dynamic programming for controlled Markov families: abstractly and over martingale measures |
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Dynamic Programming for Controlled Markov Families: Abstractly and over Martingale Measures (English)
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26 September 2014
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dynamic programming
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financial mathematics
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lower hedging
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Markov processes
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optimal stochastic control
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utility maximization
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0.8455225229263306
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0.7924893498420715
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0.7837124466896057
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0.7806202173233032
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