A pseudo-Markov property for controlled diffusion processes (Q2802081)
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scientific article; zbMATH DE number 6573004
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A pseudo-Markov property for controlled diffusion processes |
scientific article; zbMATH DE number 6573004 |
Statements
25 April 2016
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controlled diffusion processes
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pseudo-Markov property
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martingale problem
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dynamic programming principle
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A pseudo-Markov property for controlled diffusion processes (English)
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