An algorithm for solving a stochastic control problem
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Publication:4342975
DOI10.1080/07362999608809455zbMath0880.93058OpenAlexW2046715260MaRDI QIDQ4342975
Publication date: 24 August 1997
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999608809455
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Related Items (3)
Stochastic optimal control to a nonlinear differential game ⋮ On the convergence of the Sakawa-Shindo algorithm in stochastic control ⋮ On the relaxed mean-field stochastic control problem
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