Mean-variance type controls involving a hidden Markov chain: models and numerical approximation (Q3465822)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance type controls involving a hidden Markov chain: models and numerical approximation |
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Mean-variance type controls involving a hidden Markov chain: models and numerical approximation (English)
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22 January 2016
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mean-variance control
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numerical method
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Wonham filter
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