A numerical method for ergodic optimal control of switching diffusions with reflection (Q6545271)
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scientific article; zbMATH DE number 7854846
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| English | A numerical method for ergodic optimal control of switching diffusions with reflection |
scientific article; zbMATH DE number 7854846 |
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A numerical method for ergodic optimal control of switching diffusions with reflection (English)
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29 May 2024
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optimal stochastic control
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switching stochastic differential equations
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numerical methods
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