Singular control with state constraints on unbounded domain (Q858986): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular control with state constraints on unbounded domain |
scientific article |
Statements
Singular control with state constraints on unbounded domain (English)
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12 January 2007
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viscosity solutions
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Hamilton-Jacobi-Bellman equation
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Skorokhod problem
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Brownian control problems
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stochastic networks
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