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Nonlinearity, Vol. 27, Iss. 6, 2014-06 ,pp. : 1105-1133

IOP Publishing

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Necessary conditions for optimal singular stochastic control problems

By Dufour F.   Miller B.  

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Taylor & Francis Ltd

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Stochastic exit time problems arising in process control

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On a PDE Arising in One-Dimensional Stochastic Control Problems

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Particle methods for stochastic optimal control problems

By Carpentier Pierre   Cohen Guy   Dallagi Anes  

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