Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps (Q2137739)
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| Language | Label | Description | Also known as |
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| English | Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps |
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Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps (English)
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16 May 2022
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numerical solution
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stochastic control
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Markov chain approximation
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Kolmogorov system
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