Convex Duality Approach to the Optimal Control of Diffusions (Q3469018)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex Duality Approach to the Optimal Control of Diffusions |
scientific article |
Statements
Convex Duality Approach to the Optimal Control of Diffusions (English)
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1989
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diffusion processes
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Hamilton-Jacobi-Bellman equation
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