Ergodic problem for optimal stochastic switching (Q2640865): Difference between revisions

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Latest revision as of 14:41, 21 June 2024

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Ergodic problem for optimal stochastic switching
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    Ergodic problem for optimal stochastic switching (English)
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    1990
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    long run average cost
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    reflected diffusion processes
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    quasi-variational inequalities
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    Neumann boundary conditions
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