Regular finite fuel stochastic control problems with exit time (Q328524): Difference between revisions

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Latest revision as of 18:13, 12 July 2024

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Regular finite fuel stochastic control problems with exit time
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    Regular finite fuel stochastic control problems with exit time (English)
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    20 October 2016
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    finite fuel
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    exit time
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    viscosity solution
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    optimal correction
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    optimal tracking
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    regular finite fuel stochastic control problem
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