Singular control problems in bounded intervals (Q3764785): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular control problems in bounded intervals |
scientific article |
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Singular control problems in bounded intervals (English)
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1987
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singular control problems
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one-dimensional diffusion processes
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bounded intervals
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discounted cost
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long term average cost
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time average cost
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value functions
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variational inequalities
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dynamic programming
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