Derivation of optimality conditions for a stochastic control probleim (Q4835281)
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scientific article; zbMATH DE number 763743
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivation of optimality conditions for a stochastic control probleim |
scientific article; zbMATH DE number 763743 |
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Derivation of optimality conditions for a stochastic control probleim (English)
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21 June 1995
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stochastic Itô nonlinear differential equation
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optimality conditions
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