The homing problem for autoregressive processes (Q5862748)

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scientific article; zbMATH DE number 7487061
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The homing problem for autoregressive processes
scientific article; zbMATH DE number 7487061

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    The homing problem for autoregressive processes (English)
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    10 March 2022
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    stochastic optimal control
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    discrete-time Markov processes
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    dynamic programming
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    firstpassage time
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    integral equation
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