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Bellmansches Optimalitätsprinzip
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Discretisation of continuous-time stochastic optimal control problems with delay
by Fischer, Markus (Author)
2007
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The Faculty of Mathematics and Computer Science
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Dekanat der Fakultät für Mathematik
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Optimale Kontrolle
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Stochastische Differentialgleichung mit Gedächtnis
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Zeitdiskrete Approximation
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