Proper representation and optimal control of a non-linear stochastic system (Q4186908)

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scientific article; zbMATH DE number 3624315
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Proper representation and optimal control of a non-linear stochastic system
scientific article; zbMATH DE number 3624315

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    Proper representation and optimal control of a non-linear stochastic system (English)
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    1979
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    Nonlinear Stochastic System
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    Markov Process
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    Girsanov-Type Transformation
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    Nonlinear Partial Integro-Differential Equations
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