A note on controlled diffusions with long finite horizon (Q805584)
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scientific article; zbMATH DE number 4204255
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on controlled diffusions with long finite horizon |
scientific article; zbMATH DE number 4204255 |
Statements
A note on controlled diffusions with long finite horizon (English)
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1991
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HJB equation
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Controlled diffusion processes
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Lyapunov stability condition
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stable Markov control
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