Optimal Switching in Finite Horizon under State Constraints (Q2818218): Difference between revisions

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Optimal Switching in Finite Horizon under State Constraints
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    Optimal Switching in Finite Horizon under State Constraints (English)
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    6 September 2016
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    optimal switching
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    controlled diffusion
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    state constraints
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    dynamic programming
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    variational inequalities
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    resources management
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