An LP approach to dynamic programming principles for stochastic control problems with state constraints (Q690937)
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scientific article; zbMATH DE number 6111178
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| English | An LP approach to dynamic programming principles for stochastic control problems with state constraints |
scientific article; zbMATH DE number 6111178 |
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An LP approach to dynamic programming principles for stochastic control problems with state constraints (English)
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29 November 2012
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linear programming
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stochastic control under state constraints
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dynamic programming principles
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