Necessary conditions for optimality in relaxed stochastic control problems
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Publication:4799380
DOI10.1080/1045112021000025925zbMath1092.93043OpenAlexW2027497608MaRDI QIDQ4799380
Publication date: 2002
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/1045112021000025925
Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimality conditions for problems involving randomness (49K45)
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