Characterizations of overtaking optimality for controlled diffusion processes (Q1021252)

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Characterizations of overtaking optimality for controlled diffusion processes
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    Characterizations of overtaking optimality for controlled diffusion processes (English)
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    8 June 2009
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    controlled diffusions
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    average reward (a.k.a. ergodic reward)
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    overtaking optimality
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    bias optimality
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