On the Existence of Optimal Controls (Q3196895)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Existence of Optimal Controls |
scientific article |
Statements
On the Existence of Optimal Controls (English)
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1990
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controlled diffusion
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martingale problem
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relaxed controls
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Itô stochastic differential equation
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synthesis problem
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Markovian selection theorem
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