Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control (Q2477478)

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Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control
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    Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control (English)
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    13 March 2008
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    linear stochastic systems
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    inapplicable controls
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    Cauchy problem for the Mayer problem
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