Publication:3955253
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zbMath0492.93069MaRDI QIDQ3955253
Publication date: 1980
nonlinear integro-differential equation; degenerate Bellman equation; controlled jump diffusion processes; degenerate controlled processes
45K05: Integro-partial differential equations
93E20: Optimal stochastic control
60J60: Diffusion processes
45G05: Singular nonlinear integral equations
49J55: Existence of optimal solutions to problems involving randomness
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