\(S\)-procedure and duality for nonlinear stochastic problems (Q1373607)

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scientific article; zbMATH DE number 1090515
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English
\(S\)-procedure and duality for nonlinear stochastic problems
scientific article; zbMATH DE number 1090515

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    \(S\)-procedure and duality for nonlinear stochastic problems (English)
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    23 April 1998
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    dual minimax problem
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    control problems
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    linearly quadratic problems
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