Quadratic functionals of brownian motion, optimal control,and the “colditz” example (Q4034501)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadratic functionals of brownian motion, optimal control,and the “colditz” example |
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Quadratic functionals of brownian motion, optimal control,and the “colditz” example (English)
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16 May 1993
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linear optimal control
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quadratic functionals of Brownian motion
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Laplace transform
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