On the dynamic programming principle for controlled diffusion processes in a cylindrical region (Q891001)
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scientific article
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| English | On the dynamic programming principle for controlled diffusion processes in a cylindrical region |
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On the dynamic programming principle for controlled diffusion processes in a cylindrical region (English)
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16 November 2015
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dynamic programming principle
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exit time
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value function
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semicontinuity
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0.7823148369789124
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0.7725691795349121
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0.7670879364013672
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