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Revision as of 07:20, 5 March 2024

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Workload reduction of a generalized Brownian network
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    Workload reduction of a generalized Brownian network (English)
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    10 July 2006
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    stochastic control
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    singular control
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    Brownian network model
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    reflected Brownian motion
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    no-arbitrage
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    state space collapse
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    continuous selection
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