Optimal Markov strategies for controlled Ito processes (Q751044): Difference between revisions

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Latest revision as of 12:44, 21 June 2024

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Optimal Markov strategies for controlled Ito processes
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    Optimal Markov strategies for controlled Ito processes (English)
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    1989
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    See the review in Zbl 0684.60045.
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    optimal control problem
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    Green measures
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    Markov optimal control
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