Limited risk control of the ornstein-uhleeck process (Q3671869)

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scientific article; zbMATH DE number 3825692
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    Limited risk control of the ornstein-uhleeck process
    scientific article; zbMATH DE number 3825692

      Statements

      Limited risk control of the ornstein-uhleeck process (English)
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      1980
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      one-dimensional controlled process
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      maximum principle
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      marketing problems
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