On time-inhomogeneous controlled diffusion processes in domains (Q879254)
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scientific article
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| English | On time-inhomogeneous controlled diffusion processes in domains |
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On time-inhomogeneous controlled diffusion processes in domains (English)
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8 May 2007
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principle of optimality
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Bellman's principle
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Bellman's equations
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continuity of value functions
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0.7823148369789124
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0.7792478203773499
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