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On the existence of optimal stochastic controls
W. H. Fleming, M. Nisio
Citation:
W. H. Fleming, M. Nisio, “On the existence of optimal stochastic controls”, Matematika, 12:3 (1968), 116–133; J. Math. Mech., 15 (1966), 777–794
Linking options:
https://www.mathnet.ru/eng/mat468 https://www.mathnet.ru/eng/mat/v12/i3/p116
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