Stationary stochastic control for Itô processes (Q4547101)
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scientific article; zbMATH DE number 1785731
Language | Label | Description | Also known as |
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English | Stationary stochastic control for Itô processes |
scientific article; zbMATH DE number 1785731 |
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Stationary stochastic control for Itô processes (English)
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30 September 2003
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stochastic optimal control
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reflecting diffusion process
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