The dynamic programming equation for a stochastic volatility optimal control problem (Q2280817)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The dynamic programming equation for a stochastic volatility optimal control problem |
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The dynamic programming equation for a stochastic volatility optimal control problem (English)
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19 December 2019
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Brownian motions
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accretive operator
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optimal feedback controller
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