Asymptotic Evolution of a Stochastic Control Problem (Q3703777): Difference between revisions

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Asymptotic Evolution of a Stochastic Control Problem
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    Asymptotic Evolution of a Stochastic Control Problem (English)
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    1985
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    ergodic stochastic control
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    discounted Hamilton-Jacobi-Bellman
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    equations
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    a priori estimates
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