Sparse optimal stochastic control (Q2663940): Difference between revisions

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Revision as of 08:01, 5 March 2024

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Sparse optimal stochastic control
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    Sparse optimal stochastic control (English)
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    20 April 2021
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    sparsity
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    non-smooth optimal control
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    bang-off-bang control
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    dynamic programming
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    viscosity solution
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