Stochastic control via direct comparison (Q633815)
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scientific article; zbMATH DE number 5871648
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic control via direct comparison |
scientific article; zbMATH DE number 5871648 |
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Stochastic control via direct comparison (English)
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30 March 2011
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dynamic programming
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Markov decision processes
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HJB equation
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performance potentials
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Poisson equation
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perturbation analysis
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sensitivity-based optimization
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