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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
17 September 1992
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piecewise continuous stochastic processes
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diffusion processes
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jump process
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martingale method
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Hamilton-Jacobi-Bellman (HJB) equations
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existence of \(\varepsilon\)-optimal controls
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weak regularity
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perturbed capacity expansion
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