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Latest revision as of 13:31, 5 March 2024

scientific article
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scientific article

    Statements

    1986
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    control problem
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    damped random linear oscillator
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    random noise
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    average cost function
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    minimum cost function
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    variational inequalities
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    finite- difference approximations
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    differential inequalities
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    convergence
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    maximum principle
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    initial approximation
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