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Brownian Models of Performance and Control - MaRDI portal

Brownian Models of Performance and Control (Q5408663)

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scientific article; zbMATH DE number 6282824
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Brownian Models of Performance and Control
scientific article; zbMATH DE number 6282824

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    Brownian Models of Performance and Control (English)
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    11 April 2014
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    Brownian motion
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    stochastic storage models
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    stochastic calculus
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    optimal stopping
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    optimal stochastic control
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