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"A numerical method for ergodic optimal control of switching diffusions ..."

Saul C. Leite, Marcelo D. Fragoso (2024)

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DOI: 10.1016/J.EJCON.2024.100989

access: closed

type: Journal Article

metadata version: 2024-08-22

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Saul C. Leite, Marcelo D. Fragoso:
A numerical method for ergodic optimal control of switching diffusions with reflection. Eur. J. Control 77: 100989 (2024)

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