On a stochastic representation for the principal eigenvalue of a second-order differential equation (Q3873267)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a stochastic representation for the principal eigenvalue of a second-order differential equation |
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On a stochastic representation for the principal eigenvalue of a second-order differential equation (English)
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1980
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stationary stochastic control
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Bellman equation
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eigenvalue problems
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