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zbMath1150.93577MaRDI QIDQ3516597

Ruicheng Yang, Kun Hui Liu

Publication date: 6 August 2008

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

zbMATH Keywords

stochastic differential equation stopping time impulse control regular control optimal return function

Mathematics Subject Classification ID

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

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