Degenerate variance control in the one-dimensional stationary case
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Publication:1767514
DOI10.1214/EJP.v8-181zbMath1129.93548MaRDI QIDQ1767514
Daniel L. Ocone, Ananda P. N. Weerasinghe
Publication date: 8 March 2005
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/128371
93E20: Optimal stochastic control
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