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scientific article; zbMATH DE number 47431
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    scientific article; zbMATH DE number 47431

      Statements

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      17 September 1992
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      piecewise continuous stochastic processes
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      diffusion processes
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      jump process
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      martingale method
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      Hamilton-Jacobi-Bellman (HJB) equations
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      existence of \(\varepsilon\)-optimal controls
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      weak regularity
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      perturbed capacity expansion
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