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Diffusion Approximation and Optimal Stochastic Control

✍ Scribed by Lipster, R.; Runggaldier, W. J.; Taksar, M.


Book ID
118167932
Publisher
Society for Industrial and Applied Mathematics
Year
2000
Tongue
English
Weight
313 KB
Volume
44
Category
Article
ISSN
0040-585X

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πŸ“œ SIMILAR VOLUMES


Stochastic Optimal Control
✍ KÑrný, M. πŸ“‚ Article πŸ“… 1988 πŸ› The Institution of Electrical Engineers βš– 131 KB
Optimal stochastic control
✍ W.M. Wonham πŸ“‚ Article πŸ“… 1969 πŸ› Elsevier Science 🌐 English βš– 576 KB

Some informal remarks are offered on the present status and future direction of stochastic control. Summary--It is indicated that optimal stochastic control is still in its infancy, and that at the present time it has little use in practice although a wide class of problems can be precisely stated.

Optimal stochastic control
✍ Kushner, H. πŸ“‚ Article πŸ“… 1962 πŸ› IEEE 🌐 English βš– 363 KB