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Latest revision as of 14:54, 1 August 2024

scientific article; zbMATH DE number 7707949
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English
Asymptotics of impulse control problem with multiplicative reward
scientific article; zbMATH DE number 7707949

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    Asymptotics of impulse control problem with multiplicative reward (English)
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    6 July 2023
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    impulse control
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    Bellman equation
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    risk-sensitive criterion
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    Markov process
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