On Bellman's equations for mean and variance control of a Markov diffusion (Q3585322)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Bellman's equations for mean and variance control of a Markov diffusion |
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On Bellman's equations for mean and variance control of a Markov diffusion (English)
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19 August 2010
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degenerate Markov diffusion
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mean and variance control
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Bellman's equation
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PDE system
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