Stochastic Verification Theorems within the Framework of Viscosity Solutions (Q3128457)

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Stochastic Verification Theorems within the Framework of Viscosity Solutions
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    Stochastic Verification Theorems within the Framework of Viscosity Solutions (English)
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    2 February 1998
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    optimal control of diffusion processes
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    verification theorem
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    viscosity solution
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    Hamilton-Jacobi-Bellman equation
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    superdifferential
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