Brownian Models of Performance and Control (Q5408663)
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scientific article; zbMATH DE number 6282824
Language | Label | Description | Also known as |
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English | Brownian Models of Performance and Control |
scientific article; zbMATH DE number 6282824 |
Statements
Brownian Models of Performance and Control (English)
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11 April 2014
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Brownian motion
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stochastic storage models
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stochastic calculus
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optimal stopping
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optimal stochastic control
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