The optimal control of diffusions (Q2639325)

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The optimal control of diffusions
scientific article

    Statements

    title
    The optimal control of diffusions (English)
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    author
    Robert J. Elliott
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    publication date
    1990
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    zbMATH Keywords
    martingale representation
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    adjoint process
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    Identifiers

    DOI
    10.1007/BF01447329
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    zbMATH DE Number
    4184252
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