Optimal locally absolutely continuous change of measure. finite set of decisions. part ii:optimization problems (Q3780869)

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Optimal locally absolutely continuous change of measure. finite set of decisions. part ii:optimization problems
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    Optimal locally absolutely continuous change of measure. finite set of decisions. part ii:optimization problems (English)
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    1987
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    nonlinear stochastic differential equation
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    inverse Girsanov transformation
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    Bellman equation
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    defect formula
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    maximum principle
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    extremal set of controls
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    sufficient filtration
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