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Deterministic Approximation for Stochastic Control Problems - MaRDI portal

Deterministic Approximation for Stochastic Control Problems (Q4874945)

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scientific article; zbMATH DE number 871591
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Deterministic Approximation for Stochastic Control Problems
scientific article; zbMATH DE number 871591

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    Deterministic Approximation for Stochastic Control Problems (English)
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    11 August 1997
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    fluid approximation
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    optimal control
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    stochastic control
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