Parameter sensitivity in stochastic optimal control<sup>∗</sup> (Q3767242)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter sensitivity in stochastic optimal control<sup>∗</sup> |
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Parameter sensitivity in stochastic optimal control<sup>∗</sup> (English)
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1987
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stochastic Bolza problem with constraints
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parameter sensitivity
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nonsmooth analysis
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stochastic Pontryagin maximum principle
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