Numerical solutions for optimal control of stochastic Kolmogorov systems (Q2070011)

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scientific article; zbMATH DE number 7461585
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Numerical solutions for optimal control of stochastic Kolmogorov systems
scientific article; zbMATH DE number 7461585

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    Numerical solutions for optimal control of stochastic Kolmogorov systems (English)
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    21 January 2022
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    controlled diffusion
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    controlled Markov chain
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    Kolmogorov equation
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    numerical approximation
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