Continuous and impulsive control of diffusion processes in N (Q3659650)
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scientific article; zbMATH DE number 3811449
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| English | Continuous and impulsive control of diffusion processes in N |
scientific article; zbMATH DE number 3811449 |
Statements
Continuous and impulsive control of diffusion processes in N (English)
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1984
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impulsive control
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Hamilton-Jacobi-Bellman equations
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quasi-variational inequalities
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semi-concave functions
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dynamic programming principle
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