Document Zbl 0389.93052

Contrôle des systèmes linéaires quadratiques: Applications de l’intégrale stochastique. (French) Zbl 0389.93052

Semin. Probab. XII, Univ. Strasbourg 1976/77, Lect. Notes Math. 649, 180-264 (1978).

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93E20	Optimal stochastic control
60H05	Stochastic integrals
49K45	Optimality conditions for problems involving randomness

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