A note on controlled diffusions with long finite horizon (Q805584): Difference between revisions
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Latest revision as of 17:34, 21 June 2024
scientific article
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English | A note on controlled diffusions with long finite horizon |
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A note on controlled diffusions with long finite horizon (English)
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1991
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HJB equation
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Controlled diffusion processes
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Lyapunov stability condition
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stable Markov control
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