Characterization of stochastic control with optimal stopping in a Sobolev space (Q522802)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterization of stochastic control with optimal stopping in a Sobolev space |
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Characterization of stochastic control with optimal stopping in a Sobolev space (English)
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19 April 2017
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stochastic control
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generalized Itô formula
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weak verification theorem
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optimal stopping
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