Optimal correction problem of a multidimensional stochastic system (Q1262290)
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scientific article; zbMATH DE number 4123663
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal correction problem of a multidimensional stochastic system |
scientific article; zbMATH DE number 4123663 |
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Optimal correction problem of a multidimensional stochastic system (English)
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1989
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multidimensional diffusion process
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Hamilton-Jacobi-Bellman's equation
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