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Stochastic Control of Jump
Applied Stochastic Control of Jump Diffusions - Universitext
◽
10.1007/978-3-030-02781-0_5
◽
2019
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pp. 93-155
Author(s):
Bernt Øksendal
◽
Agnès Sulem
Keyword(s):
Stochastic Control
Download Full-text
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Deterministic Equivalent for a Continuous Linear-Convex Stochastic Control Problem.
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