The maximum principle for stochastic control problem with Markov chain in progressive structure (Q2169795)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum principle for stochastic control problem with Markov chain in progressive structure |
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The maximum principle for stochastic control problem with Markov chain in progressive structure (English)
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30 August 2022
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maximum principle
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Markov chain
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progressive structure
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adjoint equation
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