Stochastic Dynamic Programming and Control of Markov Processes
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Publication:4626499
DOI10.1007/978-3-319-61282-9_9zbMath1420.93038MaRDI QIDQ4626499
Publication date: 28 February 2019
Published in: Novel Methods in Computational Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-61282-9_9
90C15: Stochastic programming
90C39: Dynamic programming
93E20: Optimal stochastic control
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
91G99: Actuarial science and mathematical finance
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Cites Work
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