Characterizing all optimal controls for an indefinite stochastic linear quadratic control problem (Q5267139)

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scientific article; zbMATH DE number 6732867
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Characterizing all optimal controls for an indefinite stochastic linear quadratic control problem
scientific article; zbMATH DE number 6732867

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    Characterizing all optimal controls for an indefinite stochastic linear quadratic control problem (English)
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    20 June 2017
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