The linear-quadratic stochastic optimal control problem with random horizon at the finite number of infinitesimal events (Q5406670)
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scientific article; zbMATH DE number 6277101
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English | The linear-quadratic stochastic optimal control problem with random horizon at the finite number of infinitesimal events |
scientific article; zbMATH DE number 6277101 |
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The linear-quadratic stochastic optimal control problem with random horizon at the finite number of infinitesimal events (English)
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2 April 2014
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