Bellman's equation in a lattice of measures for general controlled stochastic processes. I (Q1170746)
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English | Bellman's equation in a lattice of measures for general controlled stochastic processes. I |
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Bellman's equation in a lattice of measures for general controlled stochastic processes. I (English)
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1982
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diffusion dirft and jump
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Bellman equations
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lattice of measures
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