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Numerical methods of successive elimination and optimization in stochastic optimal control - MaRDI portal

Numerical methods of successive elimination and optimization in stochastic optimal control

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Publication:1803091

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zbMath0776.93093MaRDI QIDQ1803091

V. V. Baranov

Publication date: 29 June 1993

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

discrete dynamic programming optimal stochastic control

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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