scientific article; zbMATH DE number 3646761
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Publication:3205145
zbMATH Open0415.93059MaRDI QIDQ3205145FDOQ3205145
Publication date: 1979
Title of this publication is not available (Why is that?)
Brownian motiondynamic programming methodIto equationclosed- loop controlnon explosive diffusion process
Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)
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