Dynamic programming principle for one kind of stochastic recursive optimal control problem with Markovian switching (Q6556594)
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scientific article; zbMATH DE number 7866366
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| English | Dynamic programming principle for one kind of stochastic recursive optimal control problem with Markovian switching |
scientific article; zbMATH DE number 7866366 |
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Dynamic programming principle for one kind of stochastic recursive optimal control problem with Markovian switching (English)
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17 June 2024
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recursive optimal control problem
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Markov chains
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dynamic programming principle
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Hamilton-Jacobi-Bellman equation
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viscosity solution
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0.8638306260108948
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0.837483823299408
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0.8357212543487549
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