On extremal solutions to stochastic control problems. II
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Publication:2366883
DOI10.1007/BF01188757zbMath0779.93103OpenAlexW1980988589MaRDI QIDQ2366883
Publication date: 23 August 1993
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01188757
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)
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