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Publication:3889863
zbMath0445.60050MaRDI QIDQ3889863
Publication date: 1979
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
separation principlestochastic functional differential equationsoptimal control of stochastic systemsGirsanov measure transformation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Random operators and equations (aspects of stochastic analysis) (60H25) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Existence of optimal solutions to problems involving randomness (49J55)
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