Impulse Control of Standard Brownian Motion: Discounted Criterion (Q2948563)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Impulse Control of Standard Brownian Motion: Discounted Criterion |
scientific article |
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Impulse Control of Standard Brownian Motion: Discounted Criterion (English)
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6 October 2015
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impulse control
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discounted criterion
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infinite dimensional linear programming
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expected occupation measures
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