Asymptotic Wiener-Poisson control (Q1161722)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Wiener-Poisson control |
scientific article |
Statements
Asymptotic Wiener-Poisson control (English)
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1982
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asymmetric control bounds
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integral discounted quadratic cost
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infinite horizon
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stochastic Wiener-Poisson process
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optimal bang-bang control
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Bellman equations
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maximum principle
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Ito rule
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