Approximation in optimal control of diffusion processes (Q2722268): Difference between revisions
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Latest revision as of 19:50, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation in optimal control of diffusion processes |
scientific article |
Statements
Approximation in optimal control of diffusion processes (English)
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11 July 2001
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diffusion process
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optimal control
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cost function
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relaxed control problem
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