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Q2992802 - MaRDI portal

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scientific article
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scientific article

    Statements

    author
    Dianguo Shao
    0 references
    Daiqing Song
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    Jing Gu
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    publication date
    10 August 2016
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    zbMATH Keywords
    stochastic optimal control
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    stochastic maximum principle
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    duality method
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    variational approach
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    Identifiers

    zbMATH DE Number
    6611547
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