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    Statements

    author
    Nicolai V. Krylov
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    publication date
    3 April 2001
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    zbMATH Keywords
    smoothness of the value function
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    optimal stochastic linear regulator problem
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    extended problem
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    Bellman equation
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    uniqueness of the solution to the Bellman equation
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    LQ stochastic regulator
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    stochastic optimal control
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    Identifiers

    zbMATH DE Number
    1583965
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