On the LP formulation in measure spaces of optimal control problems for jump-diffusions (Q888805): Difference between revisions

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Latest revision as of 23:43, 10 July 2024

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On the LP formulation in measure spaces of optimal control problems for jump-diffusions
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    On the LP formulation in measure spaces of optimal control problems for jump-diffusions (English)
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    2 November 2015
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    stochastic control
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    jump-diffusion
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    linear programming
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    occupation measure
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    dual formulation
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    viscosity solution
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