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scientific article; zbMATH DE number 1069629
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1069629 |
Statements
1 October 1997
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numerical schemes
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value function
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optimal policies
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optimal investment
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consumption model
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singular stochastic control
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convergence
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viscosity solutions
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Hamilton-Jacobi-Bellman equation
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stochastic processes
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