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zbMath1253.60071MaRDI QIDQ2904080

Besik Chikvinidze

Publication date: 5 August 2012

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimization problem semimartingale backward equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

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