Average Cost Brownian Drift Control with Proportional Changeover Costs (Q5084489)
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scientific article; zbMATH DE number 7547873
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Average Cost Brownian Drift Control with Proportional Changeover Costs |
scientific article; zbMATH DE number 7547873 |
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Average Cost Brownian Drift Control with Proportional Changeover Costs (English)
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24 June 2022
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diffusion process
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drift control
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algorithm
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