A framework for the dynamic programming principle and martingale-generated control correspondences (Q2041004)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A framework for the dynamic programming principle and martingale-generated control correspondences |
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A framework for the dynamic programming principle and martingale-generated control correspondences (English)
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15 July 2021
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dynamic programming principle
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optimal stochastic control
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control correspondences
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martingale problem
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singular control
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