Approximating infinite horizon stochastic optimal control in discrete time with constraints (Q2507412): Difference between revisions

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Approximating infinite horizon stochastic optimal control in discrete time with constraints
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    Approximating infinite horizon stochastic optimal control in discrete time with constraints (English)
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    11 October 2006
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    epi-convergence
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    variational analysis
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    infinite horizon
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    optimal control
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    dynamic programming
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    stochastic programming
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