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Stochastic Control with Exit Time and Constraints, Application to Small Time Attainability of Sets

✍ Scribed by Rainer Buckdahn; Marc Quincampoix; Catherine Rainer; Aurel Rascanu

Publisher: Springer
Year: 2004
Tongue: English
Weight: 237 KB
Volume: 49
Category: Article
ISSN: 0095-4616
DOI: 10.1007/s00245-003-0789-z

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