Stochastic Control in Discrete and Continuous Time
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Publication:3499237
DOI10.1007/978-0-387-76617-1zbMath1154.93001OpenAlexW1576707917MaRDI QIDQ3499237
Publication date: 29 May 2008
Full work available at URL: https://doi.org/10.1007/978-0-387-76617-1
stochastic controlcontrolled diffusionscontrolled Markov chainsconditions for optimalitycontrol of piecewise deterministic processes
Special processes (60K99) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20)
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