On time-inhomogeneous controlled diffusion processes in domains (Q879254): Difference between revisions

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On time-inhomogeneous controlled diffusion processes in domains
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    On time-inhomogeneous controlled diffusion processes in domains (English)
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    8 May 2007
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    principle of optimality
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    Bellman's principle
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    Bellman's equations
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    continuity of value functions
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