Stochastic Control Theory (Q5495097)
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scientific article; zbMATH DE number 6323249
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Control Theory |
scientific article; zbMATH DE number 6323249 |
Statements
Stochastic Control Theory (English)
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30 July 2014
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controlled diffusions
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optimal stochastic control
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dynamic programming
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Hamilton-Jacobi-Bellman equation
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viscosity solutions
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verification theorem
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