The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients (Q3077685)

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The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients
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    The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients (English)
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    22 February 2011
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    stochastic differential equation
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    optimal control
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    maximum principle
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    non-smooth coefficient
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