Additive Control of Stochastic Linear Systems with Finite Horizon
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Degenerate parabolic equations (35K65) Free boundary problems for PDEs (35R35) Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic programming (90C39) Linear systems in control theory (93C05) Optimal stochastic control (93E20)
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