Existence Theory for a Stochastic Bolza Problem (Q3801464)

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Existence Theory for a Stochastic Bolza Problem
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    Existence Theory for a Stochastic Bolza Problem (English)
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    1987
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    fixed time interval
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    controlled stochastic systems
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    existence of optimal open-loop control laws
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    superquadratic growth condition
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    continuous-time
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