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"Analytic solutions for infinite horizon stochastic optimal control ..."
Christian-Oliver Ewald, Wen-Kai Wang (2011)
- Christian-Oliver Ewald, Wen-Kai Wang:
Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: A practical guide. Math. Soc. Sci. 61(3): 146-151 (2011)
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