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Optimal budgetary and monetary policies under uncertainty: A stochastic control approach.
Reinhard Neck
Sohbet Karbuz
Published in:
Ann. Oper. Res. (1995)
Keyphrases
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stochastic control
optimal control
queueing systems
control problems
operations management
optimal solution
reinforcement learning
image processing
closed form
expected cost
multiscale
dynamic programming
optimal strategy
brownian motion