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zbMath0696.65073MaRDI QIDQ3474238

Publication date: 1990

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

zbMATH Keywords

Numerical results singular stochastic control problems dynamic programming equations bounded intervals Linear programming algorithms

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Optimal stochastic control (93E20) Probabilistic methods, stochastic differential equations (65C99)

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