治愈 发表于 2025-3-23 13:41:16

Die Regierung und die Verwaltungselite,theory of integration and probabilities (see e.g. Revuz , ). In the sequel, (.,ℱ,.) denotes a probability space. For . ∈ [1,∞), we denote by .. = ..(.,ℱ,.) the set of random variables ξ (valued in ℝ.) such that |ξ|. is integrable, i.e. .|ξ|. < +∞.

effrontery 发表于 2025-3-23 17:15:35

http://reply.papertrans.cn/24/2371/237052/237052_12.png

GROWL 发表于 2025-3-23 20:29:43

http://reply.papertrans.cn/24/2371/237052/237052_13.png

Resign 发表于 2025-3-24 00:03:05

https://doi.org/10.1007/978-3-540-89500-8Martingale; Optimization Methods; Stochastic Differential Equations; Stochastic Optimization; backward s

genuine 发表于 2025-3-24 05:04:57

978-3-642-10044-4Springer-Verlag Berlin Heidelberg 2009

发炎 发表于 2025-3-24 08:50:34

http://reply.papertrans.cn/24/2371/237052/237052_16.png

陶器 发表于 2025-3-24 11:13:41

http://reply.papertrans.cn/24/2371/237052/237052_17.png

一个姐姐 发表于 2025-3-24 18:48:44

Gesellschaft und sozialer Wandel,acobi-Bellman equation. However, in the classical approach, the method is used only when it is assumed a priori that the value function is smooth enough. This is not necessarily true even in very simple cases.

不合 发表于 2025-3-24 22:42:03

Der Wirtschafts- und Sozialrat,newed increasing interest due to its numerous and various applications in economy and finance, in particular for real options. Actually, it provides a suitable modeling framework for the evaluation of optimal investment decisions in capital for firms. Hence, it permits to capture the value of manage

ARY 发表于 2025-3-24 23:28:20

http://reply.papertrans.cn/24/2371/237052/237052_20.png
页: 1 [2] 3 4
查看完整版本: Titlebook: Continuous-time Stochastic Control and Optimization with Financial Applications; Huyên Pham Textbook 2009 Springer-Verlag Berlin Heidelber