Stochastic control and mathematical modeling. Applications in economics. (Q3558487)
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scientific article; zbMATH DE number 5703893
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic control and mathematical modeling. Applications in economics. |
scientific article; zbMATH DE number 5703893 |
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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0.8306837677955627
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0.8231651186943054
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0.818839430809021
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0.8171854019165039
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