Controlled Discrete-Time Semi-Markov Random Evolutions and Their Applications
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Keywords
semi-Markov chain; controlled discrete-time semi-Markov random evolutions; averaging; diffusion approximation; diffusion approximation with equilibrium; rates of convergence; controlled additive functional; controlled dynamical systems; controlled geometric Markov renewal processes; HJB equation; Merton problem; Banach space;All these keywords.
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