Local solutions of the Hamilton-Jacobi-Bellman equation for some stochastic problems (Q926657)

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Local solutions of the Hamilton-Jacobi-Bellman equation for some stochastic problems
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    Local solutions of the Hamilton-Jacobi-Bellman equation for some stochastic problems (English)
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    20 May 2008
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    linear oscillator
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    Hamilton-Jacobi-Bellmann equation
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    Gaussian and Poisson random actions
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