A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A survey of numerical solutions for stochastic control problems: some recent progress |
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A survey of numerical solutions for stochastic control problems: some recent progress (English)
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9 June 2022
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Markov chain approximation
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deep learning
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singular control
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harvesting
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SIS model
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debt management
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