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zbMath0701.49027MaRDI QIDQ3479110

Publication date: 1990

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

zbMATH Keywords

variational inequality stochastic maximum principle random valued function

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (1)

Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach

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