An algorithm for solving a stochastic control problem (Q4342975)
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scientific article; zbMATH DE number 1026503
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for solving a stochastic control problem |
scientific article; zbMATH DE number 1026503 |
Statements
An algorithm for solving a stochastic control problem (English)
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24 August 1997
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maximum principle
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convex function
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algorithm
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weak convergence
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