A minimum principle for stochastic optimal control problem with interval cost function (Q6155516)
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scientific article; zbMATH DE number 7692596
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A minimum principle for stochastic optimal control problem with interval cost function |
scientific article; zbMATH DE number 7692596 |
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A minimum principle for stochastic optimal control problem with interval cost function (English)
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5 June 2023
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dynamic programming
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Hamilton-Jacobi-Bellman equation
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interval cost function
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stochastic differential equation
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stochastic optimal control
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uncertainty
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