scientific article; zbMATH DE number 4200127

MaRDI QIDQ3348845zbMATH OpenFDO

Authors Mark H. A. Davis, Robert J. Elliott, M. A. H. Dempster

Publication date 1991

zbMATH Keywords

Lagrange multipliercontrolled diffusion

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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