Optimal discounted control for a continuous time inventory model (Q786780)
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scientific article; zbMATH DE number 3837913
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| English | Optimal discounted control for a continuous time inventory model |
scientific article; zbMATH DE number 3837913 |
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Optimal discounted control for a continuous time inventory model (English)
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1984
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discounted stochastic control
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controlled Markov chains
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approximation of controlled diffusions
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Bellman equation
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Bellman's optimality principle
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