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scientific article
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scientific article

    Statements

    author
    V. Ja. Glizer
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    publication date
    1990
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    zbMATH Keywords
    stochastic linear-quadratic problem
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    Riccati equation
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    49K45
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    34D15
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    49K40
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    zbMATH DE Number
    4162794
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