"Stochastic control by measure transformation: A general existence result."

M. H. A. Davis, M. Kohlmann (1980)

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DOI: 10.1016/0020-0255(80)90029-8

access: closed

type: Journal Article

metadata version: 2017-05-27

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M. H. A. Davis, M. Kohlmann:
Stochastic control by measure transformation: A general existence result. Inf. Sci. 21(3): 195-208 (1980)

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