Traditional proof of Bellman's equation for controlled diffusion processes (Q1160600)
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scientific article; zbMATH DE number 3750826
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Traditional proof of Bellman's equation for controlled diffusion processes |
scientific article; zbMATH DE number 3750826 |
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Traditional proof of Bellman's equation for controlled diffusion processes (English)
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1981
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Bellman equation
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Aleksandrov-Busemann-Feller theorem
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controlled diffusion process
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