The stochastic maximization problem for linear functionals with a charge for the use of solutions (Q4829630)

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scientific article; zbMATH DE number 2120337
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    The stochastic maximization problem for linear functionals with a charge for the use of solutions
    scientific article; zbMATH DE number 2120337

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      The stochastic maximization problem for linear functionals with a charge for the use of solutions (English)
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      29 November 2004
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      optimal control
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      switching
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      predictable stochastic process
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      bang-bang controls
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