ON APPROXIMATION OF VALUE FUNCTIONS FOR CONTROLLED DISCONTINUOUS RANDOM PROCESSES (Q3015417): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON APPROXIMATION OF VALUE FUNCTIONS FOR CONTROLLED DISCONTINUOUS RANDOM PROCESSES |
scientific article |
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ON APPROXIMATION OF VALUE FUNCTIONS FOR CONTROLLED DISCONTINUOUS RANDOM PROCESSES (English)
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13 July 2011
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controlled diffusion processes
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control policy
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Bellman principle
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piecewise constant strategies
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value function
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