Estimation of robustness for controlled diffusion processes (Q4248572)
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scientific article; zbMATH DE number 1300007
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of robustness for controlled diffusion processes |
scientific article; zbMATH DE number 1300007 |
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Estimation of robustness for controlled diffusion processes (English)
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10 June 1999
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controlled diffusion process
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optimization with constraints
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\(\varepsilon\)-optimal control policy
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robustness inequality
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