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Publication:3208554
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zbMath0417.93079MaRDI QIDQ3208554

Robert J. Elliott

Publication date: 1979


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

zbMATH Keywords

optimal controljump processesstochastic integralsemimartingaleIto processesnecessary minimum principle


Mathematics Subject Classification ID

Optimal stochastic control (93E20) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Optimality conditions for problems involving randomness (49K45)


Related Items (1)

Stochastic control by measure transformation: A general existence result







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