Stationary stochastic control for Itô processes (Q4547101)

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scientific article; zbMATH DE number 1785731
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Stationary stochastic control for Itô processes
scientific article; zbMATH DE number 1785731

    Statements

    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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    Identifiers

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