Traditional proof of Bellman's equation for controlled diffusion processes (Q1160600): Difference between revisions

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Latest revision as of 13:54, 13 June 2024

scientific article
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English
Traditional proof of Bellman's equation for controlled diffusion processes
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    Traditional proof of Bellman's equation for controlled diffusion processes (English)
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    1981
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    Bellman equation
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    Aleksandrov-Busemann-Feller theorem
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    controlled diffusion process
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