Diffusion Approximation and Optimal Stochastic Control (Q2711151)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusion Approximation and Optimal Stochastic Control |
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Diffusion Approximation and Optimal Stochastic Control (English)
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2 May 2001
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optimal stochastic control
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diffusion processes
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weak convergence
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asymptotic optimality
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Lipschitz feedback
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