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zbMath0591.93070MaRDI QIDQ3720444

M. T. Saksonov

Publication date: 1986

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

zbMATH Keywords

maximum principle stochastic differential equation optimal stochastic control

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Diffusion processes (60J60) Optimality conditions for problems involving randomness (49K45)

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