On deterministic approach to solution of stochastic optimal control problem with controlled diffusion (Q2932446)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On deterministic approach to solution of stochastic optimal control problem with controlled diffusion |
scientific article |
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On deterministic approach to solution of stochastic optimal control problem with controlled diffusion (English)
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1 December 2014
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stochastic optimal control
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stochastic differential equations
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deterministic approach
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pathwise optimization
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optimal impulsive control
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