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Centre for Mathematical Physics and Stochastics
Department of Mathematical Sciences, University of Aarhus

Funded by The Danish National Research Foundation

MPS-RR 2001-46
December 2001

Maximum Process Problems in Optimal Control Theory


Goran Peskir

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This paper has now been published in J. Appl. Math. Stochastic Anal. 2005, 77-88 (2005)