Stochastic Control in Discrete and Continuous Time (Q3499237)

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scientific article; zbMATH DE number 5281106
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    Stochastic Control in Discrete and Continuous Time
    scientific article; zbMATH DE number 5281106

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      Stochastic Control in Discrete and Continuous Time (English)
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      29 May 2008
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      stochastic control
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      controlled Markov chains
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      controlled diffusions
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      control of piecewise deterministic processes
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      conditions for optimality
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