Publication:3889863
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zbMath0445.60050MaRDI QIDQ3889863
Publication date: 1979
separation principle; stochastic functional differential equations; optimal control of stochastic systems; Girsanov measure transformation
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93E20: Optimal stochastic control
60H25: Random operators and equations (aspects of stochastic analysis)
49-02: Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control
49J55: Existence of optimal solutions to problems involving randomness
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