A Simple Proof of Indefinite Linear-Quadratic Stochastic Optimal Control With Random Coefficients (Q5853963)

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scientific article; zbMATH DE number 7320114
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    A Simple Proof of Indefinite Linear-Quadratic Stochastic Optimal Control With Random Coefficients
    scientific article; zbMATH DE number 7320114

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      A Simple Proof of Indefinite Linear-Quadratic Stochastic Optimal Control With Random Coefficients (English)
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      12 March 2021
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