Nonlinear semigroups and a characterization of the value process in stochastic control (Q786739)
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scientific article; zbMATH DE number 3839830
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| English | Nonlinear semigroups and a characterization of the value process in stochastic control |
scientific article; zbMATH DE number 3839830 |
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Nonlinear semigroups and a characterization of the value process in stochastic control (English)
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1983
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value process
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Bellman principle
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nonlinear semigroup
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optional projection
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