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"Regular finite fuel stochastic control problems with exit time."

Dmitry B. Rokhlin, Georgii Mironenko (2016)

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DOI: 10.1007/S00186-016-0536-2

access: closed

type: Journal Article

metadata version: 2020-03-03

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Dmitry B. Rokhlin, Georgii Mironenko:
Regular finite fuel stochastic control problems with exit time. Math. Methods Oper. Res. 84(1): 105-127 (2016)

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