Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I (Q3936621)

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Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I
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    Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I (English)
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    1982
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    stochastic integrals
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    optimal cost
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    regularity
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    Hamilton-Jacobi-Bellman equations
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    Wiener process
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