Automatic Study in Stochastic Control

J. P. Chancelier,C. Gomez, J. P. Quadrat, A. Sulem

The IMA Volumes in Mathematics and Its ApplicationsStochastic Differential Systems, Stochastic Control Theory and Applications(1988)

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automatic choice of an algorithm
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关键词
Stochastic Control,Dynamic Programming Approach,Optimal Stochastic Control,Local Feedback,Dynamic Programming Equation
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