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Optimal feedback under random perturbations. (English) Zbl 0472.93074
Probability theory, Proc. 6th Conf., Brasov/Romania 1979, 91-101 (1981).
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