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Les aspects probabilistes du contrĂ´le stochastique. (French) Zbl 0472.60002
Ecole d’ete de probabilites de Saint-Flour IX-1979, Lect. Notes Math. 876, 74-238 (1981).

60-02 Research exposition (monographs, survey articles) pertaining to probability theory
93E20 Optimal stochastic control
60J60 Diffusion processes
60G07 General theory of stochastic processes
60G40 Stopping times; optimal stopping problems; gambling theory