Weakly Coercive Problems in Nonlinear Stochastic Control: Existence of Optimal Controls (Q3162599)

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Weakly Coercive Problems in Nonlinear Stochastic Control: Existence of Optimal Controls
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    Weakly Coercive Problems in Nonlinear Stochastic Control: Existence of Optimal Controls (English)
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    20 October 2010
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    nonlinear stochastic control systems
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    optimal control
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    singular stochastic control
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    time-change
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