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zbMath0572.60075MaRDI QIDQ3689974

Svetlana Anulova

Publication date: 1985

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

zbMATH Keywords

optimal control problem Hölder space reflecting boundary Bellmann equation frozen coefficients method non-branching diffusion process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Diffusion processes (60J60)

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