Publication:2932882

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zbMath1301.93172MaRDI QIDQ2932882

Cloud Makasu, Mario Lefebvre

Publication date: 9 December 2014

zbMATH Keywords

optimal control; dynamic programming; diffusion process; hitting time; Whittle's theorem

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

93E20: Optimal stochastic control

49N10: Linear-quadratic optimal control problems

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