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Stochastic optimal control of a two-dimensional dynamical system
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Stochastic optimal control of a two-dimensional dynamical system
LEFEBVRE, Mario
URI:
http://repository.utm.md/handle/5014/5877
Date:
2019
Abstract:
In this paper, exact and explicit solutions will be found in particular cases by making use of the method of similarity solutions to solve the partial differential equation satisfied by the value function.
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2019
Extended Abstracts of the: The 10th IC|ECCO; October 23-26, 2019
Except where otherwise noted, this item's license is described as Attribution-NonCommercial-NoDerivs 3.0 United States
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