Optimal Control of the Diffusion Coefficient of a Simple Diffusion Process (Q3043033): Difference between revisions

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Optimal Control of the Diffusion Coefficient of a Simple Diffusion Process
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    Optimal Control of the Diffusion Coefficient of a Simple Diffusion Process (English)
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    1983
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    coefficient control
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    bang-bang control
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    one-dimensional diffusion process
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    finite time interval
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