Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates (Q2359780)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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