A Fokker-Planck Based Approach to Control Jump Processes (Q4626516)

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scientific article; zbMATH DE number 7030713
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A Fokker-Planck Based Approach to Control Jump Processes
scientific article; zbMATH DE number 7030713

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    A Fokker-Planck Based Approach to Control Jump Processes (English)
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    28 February 2019
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    jump-diffusion process
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    optimal sparse-control
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    control sparsity
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