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Optimal feedback under random perturbations. (English) Zbl 0472.93074
Probability theory, Proc. 6th Conf., Brasov/Romania 1979, 91-101 (1981).
MSC:
93E20 Optimal stochastic control
93E15 Stochastic stability in control theory
90C39 Dynamic programming
49K45 Optimality conditions for problems involving randomness
49L20 Dynamic programming in optimal control and differential games