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Results of search for 'an:"7545"'
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Zidani, Hasnaa
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Matematica
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1.
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A state constrained stochastic control problem. Application to optimal exercise of swing contracts in energy markets.
by
Zidani, Hasnaa
AASS Workshop SVAN
(2016: IMPA, Rio de Janeiro, Brazil)
; Format:
available online
Publication details:
Rio de Janeiro:
IMPA,
2016
Other title:
Hamilton-Jacobi approach for some stochastic control problems with state constraints
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2.
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Stochastic Optimal Control/
Hasnaa Zidani.
by
Zidani, Hasnaa
SVAN 2016
(IMPA, Rio de Janeiro, Brazil)
; Format:
available online
Publication details:
Rio de Janeiro:
IMPA,
2016
Other title:
Minicurso: Stochastic Optimal Control
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CLASS 1 (VIDEO)
CLASS 2 (VIDEO)
CLASS 3 (VIDEO)
CLASS 4 (VIDEO)
CLASS 5 (VIDEO)
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