Extremum conditions for a multistep stochastic programming problem with smooth constraints (Q3691425)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremum conditions for a multistep stochastic programming problem with smooth constraints |
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Extremum conditions for a multistep stochastic programming problem with smooth constraints (English)
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1984
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optimality conditions
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probabilistic discrete Pontryagin maximum principle
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existence of a system of conjugate variables
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multistep stochastic programming
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smooth constraints
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