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Field(s)
Field(s): Stochastic optimal control, Partial differential equations, Mathematical finance, Markov decision processes
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Room
Room: 727
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Visiting
Date:2014-08-21~2014-08-28
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Inviter
Inviter: Chiang, Tzuu-Shuh
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Affiliation
Affiliation: Research Center in Methematics, Probability and Statistics Department, Mexico