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Some topics in stochastic control - MaRDI portal

Some topics in stochastic control (Q618953)

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scientific article; zbMATH DE number 5837939
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English
Some topics in stochastic control
scientific article; zbMATH DE number 5837939

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    Some topics in stochastic control (English)
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    17 January 2011
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    stochastic optimal control
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    ergodic control
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    stochastic partial differential equations
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    fractional Brownian motion
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