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Towards an expert system in stochastic control: Optimization in the class of local feedbacks

Part of the Lecture Notes in Mathematics book series (LNM,volume 1119)

Keywords

  • Stochastic Control
  • Grad Versus
  • Fortran Program
  • Dynamic Programming Approach
  • Stochastic Control Problem

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References

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© 1985 Springer-Verlag

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Gomez, C., Quadrat, J.P., Sulem, A. (1985). Towards an expert system in stochastic control: Optimization in the class of local feedbacks. In: Dolcetta, I.C., Fleming, W.H., Zolezzi, T. (eds) Recent Mathematical Methods in Dynamic Programming. Lecture Notes in Mathematics, vol 1119. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0074781

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  • DOI: https://doi.org/10.1007/BFb0074781

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-15217-0

  • Online ISBN: 978-3-540-39365-8

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