Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates (Q2359780)

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Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates
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    Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates (English)
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    22 June 2017
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    controlled diffusion
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    random and state-dependent discount cost rate
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    Hamilton-Jacobi-Bellman equation
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    verification theorem
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    numerical approximation
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