Near optimality conditions in stochastic control of jump diffusion processes (Q647642)
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scientific article; zbMATH DE number 5978508
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Near optimality conditions in stochastic control of jump diffusion processes |
scientific article; zbMATH DE number 5978508 |
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Near optimality conditions in stochastic control of jump diffusion processes (English)
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24 November 2011
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diffusion with jumps
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maximum principle
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near-optimal control
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adjoint process
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