Ergodic Control of Switching Diffusions (Q4377429)

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scientific article; zbMATH DE number 1116168
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Ergodic Control of Switching Diffusions
scientific article; zbMATH DE number 1116168

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    Ergodic Control of Switching Diffusions (English)
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    9 February 1998
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    switching diffusions
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    Markov policy
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    pathwise average cost
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    Hamilton-Jacobi-Bellman equation
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    ergodic control
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    failure-prone manufacturing system
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