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Revision as of 04:02, 22 February 2024

scientific article
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scientific article

    Statements

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    25 April 1993
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    Hamilton-Jacobi-Bellman equation
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    dynamic programming
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    controlled Markov diffusion processes
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    control problems
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    infinitesimal generator of semigroups
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    stochastic differential equations
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    theory of viscosity solutions
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