The Dynamic Programming Equation for Second Order Stochastic Target Problems (Q3581024)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Dynamic Programming Equation for Second Order Stochastic Target Problems |
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The Dynamic Programming Equation for Second Order Stochastic Target Problems (English)
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16 August 2010
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stochastic target problem
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gamma process
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geometric dynamic programming
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viscosity solutions
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