Finite-time optimal control of a process leaving an interval (Q4716097)
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scientific article; zbMATH DE number 947596
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-time optimal control of a process leaving an interval |
scientific article; zbMATH DE number 947596 |
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Finite-time optimal control of a process leaving an interval (English)
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29 May 1997
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stochastic optimal control
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exit problems
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discrete
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continuous
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value function
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parabolic maximum principle
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