Martingale conditions for the optimal control of continuous time stochastic systems (Q800033)
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scientific article; zbMATH DE number 3876312
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| English | Martingale conditions for the optimal control of continuous time stochastic systems |
scientific article; zbMATH DE number 3876312 |
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Martingale conditions for the optimal control of continuous time stochastic systems (English)
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1984
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martingale condition
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continuous time control problem
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0.8297426700592041
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0.8219228982925415
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