Singular ergodic control for multidimensional Gaussian processes (Q1185812)

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scientific article; zbMATH DE number 35849
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Singular ergodic control for multidimensional Gaussian processes
scientific article; zbMATH DE number 35849

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    Singular ergodic control for multidimensional Gaussian processes (English)
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    28 June 1992
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    multidimensional Wiener process
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    Hamilton-Jacobi-Bellman equation
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    optimal stationary feedback control
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