Average Optimal Singular Control and a Related Stopping Problem (Q3676038)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Average Optimal Singular Control and a Related Stopping Problem |
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Average Optimal Singular Control and a Related Stopping Problem (English)
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1985
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optimal stopping
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stochastic control
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optimal policy
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two person game
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