On the infinite time solution to state-constrained stochastic optimal control problems (Q958273)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the infinite time solution to state-constrained stochastic optimal control problems |
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On the infinite time solution to state-constrained stochastic optimal control problems (English)
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3 December 2008
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stochastic optimal control
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dynamic programming
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Hamilton-Jacobi-Bellman equation
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