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scientific article; zbMATH DE number 6400905
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6400905 |
Statements
11 February 2015
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stochastic optimal control
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stochastic differential equations
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Wiener chaos expansions
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Mallavin calculus
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dynamic programming
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Pontryagin's maximum principle
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