On the Existence of Optimal Controls (Q3196895): Difference between revisions

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Revision as of 10:07, 5 March 2024

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On the Existence of Optimal Controls
scientific article

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    On the Existence of Optimal Controls (English)
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    1990
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    controlled diffusion
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    martingale problem
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    relaxed controls
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    Itô stochastic differential equation
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    synthesis problem
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    Markovian selection theorem
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