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Sufficient conditions of optimality for stochastic systems with controllable diffusions - MaRDI portal

Sufficient conditions of optimality for stochastic systems with controllable diffusions (Q4896784)

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scientific article; zbMATH DE number 937920
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Sufficient conditions of optimality for stochastic systems with controllable diffusions
scientific article; zbMATH DE number 937920

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    Sufficient conditions of optimality for stochastic systems with controllable diffusions (English)
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    12 March 1997
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    stochastic maximum principle
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    sufficient conditions
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