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Finite Fuel Problem in Nonlinear Singular Stochastic Control.
Monica Motta
Caterina Sartori
Published in:
SIAM J. Control. Optim. (2007)
Keyphrases
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stochastic control
optimal control
queueing systems
control problems
brownian motion
operations management
reinforcement learning
mathematical model
partial differential equations
differential equations
multiscale
level set
markov chain
stochastic process