Martingale conditions for the optimal control of continuous time stochastic systems (Q800033): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale conditions for the optimal control of continuous time stochastic systems |
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Martingale conditions for the optimal control of continuous time stochastic systems (English)
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1984
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martingale condition
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continuous time control problem
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