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scientific article; zbMATH DE number 7573588
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7573588 |
Statements
19 August 2022
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controlled switching diffusion
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numerical method
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Markov chain approximation
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dynamic programming principle
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Hamilton-Jacobi-Bellman equations
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HJB variational inequalities
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