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Article Dans Une Revue Stochastics: An International Journal of Probability and Stochastic Processes Année : 2012

On the existence of strict optimal controls for constrained, controlled Markov processes in continuous-time

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hal-00648221 , version 1 (05-12-2011)

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François Dufour, Richard Stockbridge. On the existence of strict optimal controls for constrained, controlled Markov processes in continuous-time. Stochastics: An International Journal of Probability and Stochastic Processes, 2012, 84 (1), pp.57-78. ⟨10.1080/17442508.2011.580347⟩. ⟨hal-00648221⟩
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