Sparse optimal stochastic control (Q2663940)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse optimal stochastic control |
scientific article |
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Sparse optimal stochastic control (English)
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20 April 2021
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sparsity
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non-smooth optimal control
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bang-off-bang control
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dynamic programming
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viscosity solution
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