Time-average control of martingale problems: A linear programming formulation (Q913228)
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scientific article; zbMATH DE number 4146938
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-average control of martingale problems: A linear programming formulation |
scientific article; zbMATH DE number 4146938 |
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Time-average control of martingale problems: A linear programming formulation (English)
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1990
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average cost
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controlled systems
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martingale problem
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