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scientific article

    Statements

    publication date
    1980
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    zbMATH Keywords
    approximation of a general stochastic control problem
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    maximum principle
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    numerical methods
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    Markovian stochastic control problem
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    Markov chain
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    Identifiers

    Mathematics Subject Classification ID
    93E25
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    93E20
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    60J10
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    zbMATH DE Number
    3748909
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