Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls (Q5130026)

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scientific article; zbMATH DE number 7269413
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Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls
scientific article; zbMATH DE number 7269413

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    Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls (English)
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    3 November 2020
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    stochastic nonexpansivity condition
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    limit value
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    stochastic optimal control
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