An Ergodic Control Problem for Reflected Diffusion with Jump (Q3780976)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Ergodic Control Problem for Reflected Diffusion with Jump |
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An Ergodic Control Problem for Reflected Diffusion with Jump (English)
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1984
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jump-diffusion process
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Markov feedbacks
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invariant measure
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Hamilton- Jacobi-Bellman equation
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discounted control
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optimal stopping
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impulse control
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