Finite-dimensional representations for controlled diffusions with delay (Q2340993)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-dimensional representations for controlled diffusions with delay |
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Finite-dimensional representations for controlled diffusions with delay (English)
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21 April 2015
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stochastic delay differential equations
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Markovian representation
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Laguerre polynomials
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stochastic optimal control
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optimal stopping problems
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