Regular finite fuel stochastic control problems with exit time (Q328524)

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scientific article; zbMATH DE number 6641433
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    Regular finite fuel stochastic control problems with exit time
    scientific article; zbMATH DE number 6641433

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      Regular finite fuel stochastic control problems with exit time (English)
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      20 October 2016
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      finite fuel
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      exit time
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      viscosity solution
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      optimal correction
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      optimal tracking
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      regular finite fuel stochastic control problem
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