Backward SDEs and infinite horizon stochastic optimal control (Q5107935)
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scientific article; zbMATH DE number 7194570
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward SDEs and infinite horizon stochastic optimal control |
scientific article; zbMATH DE number 7194570 |
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Backward SDEs and infinite horizon stochastic optimal control (English)
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29 April 2020
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stochastic optimal control
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backward SDEs
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randomization of controls
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