Control of Degenerate Diffusions in R d (Q3977248)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Control of Degenerate Diffusions in R d |
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Control of Degenerate Diffusions in R d (English)
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25 June 1992
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nonlinear partial differential equation
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dynamic programming
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Bellman equation
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stochastic control technique
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