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scientific article; zbMATH DE number 4072281
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scientific article; zbMATH DE number 4072281 |
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1988
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numerical examples
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linear stochastic Itô equations
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stochastic optimal control problems
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stochastic fixed terminal time Bolza problem
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stochastic minimax optimal control problem
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target hitting problem
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control parametrization
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0.7785450220108032
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0.7785450220108032
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0.7744430899620056
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0.767166018486023
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