Stochastic Control with Imperfect Models (Q3629488)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Control with Imperfect Models |
scientific article |
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Stochastic Control with Imperfect Models (English)
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27 May 2009
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worst case performance
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controlled diffusion
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approximation of linear programs
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reproducing kernel Hilbert spaces
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sample complexity
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credit risk
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