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zbMath1301.93172MaRDI QIDQ2932882

Cloud Makasu, Mario Lefebvre

Publication date: 9 December 2014

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimal control dynamic programming diffusion process hitting time Whittle's theorem

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

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