Optimal Control of the Running Max (Q3360113)

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Optimal Control of the Running Max
scientific article

    Statements

    title
    Optimal Control of the Running Max (English)
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    publication date
    1991
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    zbMATH Keywords
    stochastic control problems
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    Dynamic programming
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    Identifiers

    DOI
    10.1137/0329052
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    zbMATH DE Number
    4211955
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