On the stochastic linear quadratic control problem with piecewise constant admissible controls (Q2297398)

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On the stochastic linear quadratic control problem with piecewise constant admissible controls
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    On the stochastic linear quadratic control problem with piecewise constant admissible controls (English)
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    20 February 2020
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    stochastic linear quadratic control
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    admissible set
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