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Singular Stochastic Control Problems Solved by a Sparse Simplex Method - MaRDI portal

Singular Stochastic Control Problems Solved by a Sparse Simplex Method (Q3827160)

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Singular Stochastic Control Problems Solved by a Sparse Simplex Method
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    Singular Stochastic Control Problems Solved by a Sparse Simplex Method (English)
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    1989
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    singular stochastic control
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    sparse linear-programming algorithm
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