Stochastic optimal control and linear programming approach (Q535338)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimal control and linear programming approach |
scientific article |
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Stochastic optimal control and linear programming approach (English)
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11 May 2011
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linear programming
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stochastic control under constraints
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occupational measures
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viscosity solutions
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long-time averaging
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