Deterministic equivalent for a continuous linear-convex stochastic control problem (Q1263565)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deterministic equivalent for a continuous linear-convex stochastic control problem |
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Deterministic equivalent for a continuous linear-convex stochastic control problem (English)
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1990
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See the preview in Zbl 0666.93129.
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finite-horizon control
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additive input
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linear-convex optimal
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control
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Brownian motion
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