Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (Q5270333)

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scientific article; zbMATH DE number 6734866
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Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities
scientific article; zbMATH DE number 6734866

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    Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (English)
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    23 June 2017
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    optimal switching
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    system of quasi-variational inequalities
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    stochastic games
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    ergodic problem
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    randomization
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