Optimality issues for a class of controlled singularly perturbed stochastic systems (Q255059)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality issues for a class of controlled singularly perturbed stochastic systems |
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Optimality issues for a class of controlled singularly perturbed stochastic systems (English)
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9 March 2016
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optimal stochastic control
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singularly perturbed Brownian diffusions
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occupation measures
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linear programming
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