Controlled diffusion processes. Translated by A. B. Aries (Q3532736)
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scientific article; zbMATH DE number 5358430
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| English | Controlled diffusion processes. Translated by A. B. Aries |
scientific article; zbMATH DE number 5358430 |
Statements
28 October 2008
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controlled diffusion
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Bellman's equation
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optimal stopping
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0.8140846490859985
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0.8124580979347229
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