Some Analytic Aspects of the Linear-Programming Approach to the Numerical Solution of Singular Stochastic Control Problems (Q3827159)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some Analytic Aspects of the Linear-Programming Approach to the Numerical Solution of Singular Stochastic Control Problems |
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Some Analytic Aspects of the Linear-Programming Approach to the Numerical Solution of Singular Stochastic Control Problems (English)
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1989
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singular stochastic control problems
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HJB equations
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