scientific article; zbMATH DE number 3906378
zbMATH Open0567.93076MaRDI QIDQ3684019FDOQ3684019
Publication date: 1984
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Semigroups of nonlinear operators (47H20) Variational inequalities (49J40) Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving randomness (49K45) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stochastic control (93E20) Probabilistic potential theory (60J45) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02)
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