Huyên Pham - Randomization approach for stochastic control problems
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What you'll learn
A 55-minute video from Institut des Hautes Etudes Scientifiques (IHES): “Huyên Pham - Randomization approach for stochastic control problems”.
Video by Institut des Hautes Etudes Scientifiques (IHES), played through YouTube's embedded player.
Part of Schlumberger workshop on Topics in Applied Probability