The linear-quadratic stochastic optimal control problem with random horizon at the finite number of infinitesimal events
2010 ◽
Vol 10
(1)
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2012 ◽
Vol 61
(5)
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pp. 623-630
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2014 ◽
Vol 29
(1)
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pp. 67-85
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2019 ◽
Vol 183
(2)
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pp. 422-439
1981 ◽
Vol 45
(2)
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pp. 179-183