The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients (Q3077685)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients |
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The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients (English)
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22 February 2011
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stochastic differential equation
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optimal control
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maximum principle
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non-smooth coefficient
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