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Optimal control of input rates of Stein's models - MaRDI portal

Optimal control of input rates of Stein's models (Q3169262)

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Optimal control of input rates of Stein's models
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    Optimal control of input rates of Stein's models (English)
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    28 April 2011
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    reversal potential
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    maximum principle
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    stopping time
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    Poisson process
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    Ornstein-Uhlenbeck process
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