Conversion of a Class of Stochastic Control Problems to Fundamental-Solution Deterministic Control Problems*
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2015 ◽
Vol 53
(6)
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pp. 3673-3689
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1992 ◽
Vol 30
(4)
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pp. 975-999
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1998 ◽
Vol 38
(3)
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pp. 327-352
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