Dynamic programming for semi-Markov modulated SDEs (Q5093684)
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scientific article; zbMATH DE number 7565460
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic programming for semi-Markov modulated SDEs |
scientific article; zbMATH DE number 7565460 |
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Dynamic programming for semi-Markov modulated SDEs (English)
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1 August 2022
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stochastic optimal control
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dynamic programming
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semi-Markov processes
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