Sequential entry and exit decisions with an ergodic performance criterion (Q5485918)

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scientific article; zbMATH DE number 5051484
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    Sequential entry and exit decisions with an ergodic performance criterion
    scientific article; zbMATH DE number 5051484

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      Sequential entry and exit decisions with an ergodic performance criterion (English)
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      4 September 2006
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      ergodic stochastic control
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      long-term average criterion
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      almost sure optimality
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      impulse stochastic control
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      variational inequalities
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