Numerical solutions for optimal control of stochastic Kolmogorov systems (Q2070011)
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English | Numerical solutions for optimal control of stochastic Kolmogorov systems |
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Numerical solutions for optimal control of stochastic Kolmogorov systems (English)
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21 January 2022
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controlled diffusion
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controlled Markov chain
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Kolmogorov equation
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numerical approximation
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