Stochastic control for insurance: models, strategies, and numerics
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Publication:1622625
DOI10.1007/978-3-319-66536-8_4zbMATH Open1417.91270OpenAlexW2767162315MaRDI QIDQ1622625
Publication date: 19 November 2018
Full work available at URL: https://doi.org/10.1007/978-3-319-66536-8_4
Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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