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When control and state variations increase uncertainty: Modeling and stochastic control in discrete time.

Filipe C. PedrosaJoão C. NereuJoão B. R. do Val
Published in: Autom. (2021)
Keyphrases
  • stochastic control
  • control problems
  • optimal control
  • queueing systems
  • control system
  • markov chain
  • markov processes
  • operations management
  • computer aided
  • partial differential equations
  • brownian motion