ON APPROXIMATION OF VALUE FUNCTIONS FOR CONTROLLED DISCONTINUOUS RANDOM PROCESSES (Q3015417): Difference between revisions

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Latest revision as of 21:34, 19 March 2024

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ON APPROXIMATION OF VALUE FUNCTIONS FOR CONTROLLED DISCONTINUOUS RANDOM PROCESSES
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    ON APPROXIMATION OF VALUE FUNCTIONS FOR CONTROLLED DISCONTINUOUS RANDOM PROCESSES (English)
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    13 July 2011
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    controlled diffusion processes
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    control policy
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    Bellman principle
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    piecewise constant strategies
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    value function
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