Abstract
We consider We consider a probability space Ω, A, P equipped with a filtration ℱt and a standard P, ℱt Wiener process with values in Rk.
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CITATION STYLE
APA
Bensoussan, A. (2018). Stochastic Optimal Control. In Interdisciplinary Applied Mathematics (Vol. 48, pp. 249–317). Springer Nature. https://doi.org/10.1007/978-3-319-75456-7_11
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