Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time

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Publication:2441319

DOI10.1007/s00184-013-0476-2zbMath1455.49015OpenAlexW2063992072MaRDI QIDQ2441319

Richard H. Stockbridge

Publication date: 24 March 2014

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-013-0476-2




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