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scientific article
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scientific article

    Statements

    author
    I. P. Smirnov
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    publication date
    1982
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    zbMATH Keywords
    stochastic linear-quadratic control problem
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    open-loop and closed-loop control
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    stochastic maximum principle
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    Identifiers

    Mathematics Subject Classification ID
    49K45
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    60H10
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    93E20
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    49J55
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    zbMATH DE Number
    3886636
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