On “predicted miss” stochastic control problems (Q4193384)
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scientific article; zbMATH DE number 3632362
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On “predicted miss” stochastic control problems |
scientific article; zbMATH DE number 3632362 |
Statements
On “predicted miss” stochastic control problems (English)
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1979
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Optimal Control Problem
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Linear Stochastic System
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Brownian Motion
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Martingale Based Optimiality Criteria
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