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Pathwise Stochastic Optimal Control

โœ Scribed by Rogers, L. C. G.


Book ID
118030513
Publisher
Society for Industrial and Applied Mathematics
Year
2007
Tongue
English
Weight
198 KB
Volume
46
Category
Article
ISSN
0363-0129

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๐Ÿ“œ SIMILAR VOLUMES


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Some informal remarks are offered on the present status and future direction of stochastic control. Summary--It is indicated that optimal stochastic control is still in its infancy, and that at the present time it has little use in practice although a wide class of problems can be precisely stated.

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