Optimal control versus stochastic target problems: an equivalence result (Q414574)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control versus stochastic target problems: an equivalence result |
scientific article |
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Optimal control versus stochastic target problems: an equivalence result (English)
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11 May 2012
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stochastic target
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stochastic control
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viscosity solutions
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