流出
发表于 2025-3-27 00:43:18
Some elements of stochastic analysis,n this chapter. We mention among others Dellacherie and Meyer , Jacod , Karatzas and Shreve , Protter or Revuz and Yor , from which are quoted most of the results recalled here without proof. The reader is supposed to be familiar with the elementary notion of the
NEXUS
发表于 2025-3-27 03:45:25
The classical PDE approach to dynamic programming, diffusion and the problem is formulated on finite or infinite horizon. The basic idea of the approach is to consider a family of control problems by varying the initial state values, and to derive some relations between the associated value functions. This principle, called the dynamic programming
GRACE
发表于 2025-3-27 05:42:09
http://reply.papertrans.cn/24/2371/237052/237052_33.png
Foregery
发表于 2025-3-27 10:06:04
Optimal switching and free boundary problems,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
Colonnade
发表于 2025-3-27 16:13:44
Backward stochastic differential equations and optimal control,ortant field of research due to its connections with stochastic control, mathematical finance, and partial differential equations. BSDEs provide a probabilistic representation of nonlinear PDEs, which extends the famous Feynman-Kac formula for linear PDEs. As a consequence, BSDEs can be used for des
全部逛商店
发表于 2025-3-27 20:42:10
http://reply.papertrans.cn/24/2371/237052/237052_36.png
斜
发表于 2025-3-28 01:46:17
http://reply.papertrans.cn/24/2371/237052/237052_37.png
曲解
发表于 2025-3-28 02:57:17
Drogenmissbrauch, Obdachlosigkeit, familiäre Gewalt, Umweltzerstörung, Onlinesucht usw. Keine dieser kollektiven Notlagen – sei sie für die Betroffenen auch noch so bedrückend – erlangt von ‚sich aus‘ öffentliche Aufmerksamkeit und politische Anerkennung. Vielen durchaus kritisierbaren Lebenslagen
排斥
发表于 2025-3-28 08:37:33
http://reply.papertrans.cn/24/2371/237052/237052_39.png