On a stochastic control problem with exit constraints (Q1148850)
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scientific article; zbMATH DE number 3708224
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a stochastic control problem with exit constraints |
scientific article; zbMATH DE number 3708224 |
Statements
On a stochastic control problem with exit constraints (English)
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1980
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diffusion control
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quadratic cost
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