Applicable stochastic control: From theory to practice
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Publication:1330528
DOI10.1016/0377-2217(94)90260-7zbMath0808.90088OpenAlexW2011031901MaRDI QIDQ1330528
Publication date: 21 July 1994
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-2217(94)90260-7
Application models in control theory (93C95) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40) Auctions, bargaining, bidding and selling, and other market models (91B26) Operations research and management science (90B99)
Related Items
Computational aspects in applied stochastic control ⋮ Optimal budgetary and monetary policies under uncertainty: A stochastic control approach
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