Optimal control problems for stochastic processes with absorbing regime (Q6922955)
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scientific article; zbMATH DE number 8100079
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| English | Optimal control problems for stochastic processes with absorbing regime |
scientific article; zbMATH DE number 8100079 |
Statements
Optimal control problems for stochastic processes with absorbing regime (English)
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30 September 2025
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optimal control
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stochastic process
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Hamilton-Jacobi-Bellman equation
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absorbing regime
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Merton portfolio problem
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