Nonstationary control problems for diffusion processes on an infinite time interval (Q1922643)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonstationary control problems for diffusion processes on an infinite time interval |
scientific article |
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Nonstationary control problems for diffusion processes on an infinite time interval (English)
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10 December 1996
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stochastic Ito equation
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optimal control problems
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stochastic differential equations
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