Semimartingale Models of Stochastic Optimal Control, with Applications to Double Martingales (Q3899096)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semimartingale Models of Stochastic Optimal Control, with Applications to Double Martingales |
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Semimartingale Models of Stochastic Optimal Control, with Applications to Double Martingales (English)
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1980
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semimartingale
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double martingales
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maximum principle
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