Time-average control of martingale problems: the hamilton-jacobi-bellman equation (Q3827156)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-average control of martingale problems: the hamilton-jacobi-bellman equation |
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Time-average control of martingale problems: the hamilton-jacobi-bellman equation (English)
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1989
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Martingale methods
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Hamilton-Jacobi-Bellman equation
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martingale problem
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average cost
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Controlled diffusions
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controlled queues
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