Traditional derivation of Bellman equation for general controlled stochastic processes (Q1172037)
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scientific article; zbMATH DE number 3788509
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Traditional derivation of Bellman equation for general controlled stochastic processes |
scientific article; zbMATH DE number 3788509 |
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Traditional derivation of Bellman equation for general controlled stochastic processes (English)
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1982
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jump diffusion processes
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Hamilton-Jacobi-Bellman equations
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