On time-inhomogeneous controlled diffusion processes in domains (Q879254): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On time-inhomogeneous controlled diffusion processes in domains |
scientific article |
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On time-inhomogeneous controlled diffusion processes in domains (English)
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8 May 2007
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principle of optimality
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Bellman's principle
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Bellman's equations
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continuity of value functions
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