An Introductory Approach to Duality in Optimal Stochastic Control

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Publication:4159275


DOI10.1137/1020004zbMath0378.93049MaRDI QIDQ4159275

Jean-Michel Bismut

Publication date: 1978

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1020004


93E20: Optimal stochastic control


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