Robust stochastic maximum principle for multi-model worst case optimization (Q4804440)
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scientific article; zbMATH DE number 1902171
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust stochastic maximum principle for multi-model worst case optimization |
scientific article; zbMATH DE number 1902171 |
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Robust stochastic maximum principle for multi-model worst case optimization (English)
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15 July 2003
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robust maximum principle
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Mayer control problem
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Hamiltonian function
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