Stochastic Control and Mathematical Modeling (Q3558487)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Control and Mathematical Modeling |
scientific article |
Statements
Stochastic Control and Mathematical Modeling (English)
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5 May 2010
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stochastic control
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stochastic differential equation
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dynamic programming
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Hamilton--Jacobi--Bellman equation
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viscosity solution
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production planning
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optimal consumption/investment model
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optimal pollution control
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optimal stopping
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