Optimal control of stochastic singular affine systems with Markovian jumps
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Publication:2157752
DOI10.1186/s13660-022-02804-1zbMath1506.93103OpenAlexW4281285890MaRDI QIDQ2157752
Lisha Wang, Xin Wang, Yu-Xiang Liu
Publication date: 22 July 2022
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-022-02804-1
Optimal stochastic control (93E20) Control problems involving ordinary differential equations (34H05) Stochastic systems in control theory (general) (93E03) Continuous-time Markov processes on discrete state spaces (60J27)
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