Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional (Q2681390)

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Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional
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    Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional (English)
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    3 February 2023
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    stochastic control
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    symmetric cost functional
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    bang-bang control
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    Girsanov formula
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    HJB equation
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