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scientific article; zbMATH DE number 2015383
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 2015383 |
Statements
2002
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stochastic maximum principle
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Brownian motion
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Mayer problem
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Hamiltonian form
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minimax problem
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control-dependent diffusion
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second-order adjoint stochastic processes
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robust optimal control
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tent method
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