Stochastic optimal control and linear programming approach (Q535338)

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scientific article; zbMATH DE number 5886903
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Stochastic optimal control and linear programming approach
scientific article; zbMATH DE number 5886903

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    Stochastic optimal control and linear programming approach (English)
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    11 May 2011
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    linear programming
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    stochastic control under constraints
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    occupational measures
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    viscosity solutions
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    long-time averaging
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