Stochastic optimal control via forward and backward stochastic differential equations and importance sampling (Q680513)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimal control via forward and backward stochastic differential equations and importance sampling |
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Stochastic optimal control via forward and backward stochastic differential equations and importance sampling (English)
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23 January 2018
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stochastic control
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forward and backward stochastic differential equations
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importance sampling
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