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scientific article; zbMATH DE number 6108121
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scientific article; zbMATH DE number 6108121

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    author
    Tyrone E. Duncan
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    Bozenna Pasik-Duncan
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    publication date
    16 November 2012
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    Mathematics Subject Classification ID
    93E20
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    93C20
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    60H15
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    zbMATH DE Number
    6108121
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    zbMATH Keywords
    controlled linear stochastic equation
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    Hamilton-Jacobi-Bellman equation
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