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Continuous and impulsive control of diffusion processes in N |
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| Authors: | B. Perthame |
| Affiliation: | E.N.S., 45, rue d''Ulm, 75230 Paris, Cedex 05, France |
| Abstract: | |
| Keywords: | Optimal stochastic control impulsive control Hamilton-Jacobi-Bellman equations quasi-variational inequalities semi-concave functions dynamic programming principle |
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