Sparse optimal stochastic control (Q2663940)

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scientific article; zbMATH DE number 7335246
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    Sparse optimal stochastic control
    scientific article; zbMATH DE number 7335246

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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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