Optimal control with random parameters: a multiscale approach (Q431771)

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Optimal control with random parameters: a multiscale approach
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    Optimal control with random parameters: a multiscale approach (English)
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    3 July 2012
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    asymptotic approximation
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    deterministic control
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    multiscale problems
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    sensitivity of control problems
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    singular perturbations
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    stochastic control
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    viscosity solutions
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    well-posedness of control problems
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