Keywords
- Stochastic Control
- Grad Versus
- Fortran Program
- Dynamic Programming Approach
- Stochastic Control Problem
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References
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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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