Controlled Switching Diffusions Under Ambiguity: The Average Criterion (Q5072229)

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scientific article; zbMATH DE number 7514355
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Controlled Switching Diffusions Under Ambiguity: The Average Criterion
scientific article; zbMATH DE number 7514355

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    Controlled Switching Diffusions Under Ambiguity: The Average Criterion (English)
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    26 April 2022
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    control of switching diffusions
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    control model under ambiguity and long-run average criterion
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    vanishing discount technique
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