Stochastic optimal control and linear programming approach (Q535338): Difference between revisions

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Revision as of 02:46, 20 March 2024

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Stochastic optimal control and linear programming approach
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    Stochastic optimal control and linear programming approach (English)
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    11 May 2011
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    linear programming
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    stochastic control under constraints
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    occupational measures
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    viscosity solutions
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    long-time averaging
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