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MR1696772 (2001d:93004) 93-02 (49K45 49L20)
Yong, Jiongmin; Zhou, Xun Yu Stochastic controls. Hamiltonian systems and HJB equations. Applications of Mathematics (New York), 43. Springer-Verlag, New York, 1999. xxii+438 pp. ISBN: 0-387-98723-1
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