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    Statements

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    18 March 2001
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    ergodic cost problem
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    nonlinear filtering
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    weak convergence
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    local consistency
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    Markov chain approximation
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    dynamic programming
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    relaxation
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    reflecting boundary
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    computational methods
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    heavy traffic
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    domain decomposition
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    jump diffusion
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    Gauss-Seidel iteration
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    finite difference
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    controlled variance
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    controlled jumps
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    martingale measure
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    Identifiers

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