An LP approach to dynamic programming principles for stochastic control problems with state constraints (Q690937)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An LP approach to dynamic programming principles for stochastic control problems with state constraints |
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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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