Stochastic viability and dynamic programming (Q609526)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic viability and dynamic programming |
scientific article |
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Stochastic viability and dynamic programming (English)
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1 December 2010
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stochastic control
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state constraints
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viability
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discrete time
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dynamic programming
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