Keywords
- Optimal Control Problem
- Unit Disc
- Stochastic Control
- Admissible Control
- Conditional Density
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References
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Åström, K.J. (1978). Stochastic control problems. In: Coppel, W.A. (eds) Mathematical Control Theory. Lecture Notes in Mathematics, vol 680. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0065311
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DOI: https://doi.org/10.1007/BFb0065311
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