Optimal control with random parameters: a multiscale approach (Q431771): Difference between revisions
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Revision as of 02:05, 20 March 2024
scientific article
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English | Optimal control with random parameters: a multiscale approach |
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Optimal control with random parameters: a multiscale approach (English)
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3 July 2012
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asymptotic approximation
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deterministic control
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multiscale problems
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sensitivity of control problems
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singular perturbations
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stochastic control
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viscosity solutions
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well-posedness of control problems
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