On a PDE arising in one-dimensional stochastic control problems (Q607894)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a PDE arising in one-dimensional stochastic control problems |
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On a PDE arising in one-dimensional stochastic control problems (English)
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6 December 2010
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dynamic programming
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stochastic control
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quasilinear parabolic equation
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investment problems
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