Deterministic equivalent for a continuous linear-convex stochastic control problem
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Publication:1263565
DOI10.1007/BF00940030zbMath0687.93081MaRDI QIDQ1263565
Michael I. Taksar, Suresh P. Sethi
Publication date: 1990
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
93E20: Optimal stochastic control
49J55: Existence of optimal solutions to problems involving randomness
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