Optimal control of one dimensional non-conservative quasi-diffusion processes (Q1150215): Difference between revisions

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+On the Optimal Control of One-dimensional Quasi-diffusion Processes
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+A nonlinear Volterra-Stieltjes integral equation and a Gronwall inequality in one dimension
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+Single person controlled diffusions with discounted costs
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+Controlled jump processes
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+Sensitive discount optimality in controlled one-dimensional diffusions
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