The general maximum principle for discrete-time stochastic control problems (Q6537291)
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scientific article; zbMATH DE number 7847024
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The general maximum principle for discrete-time stochastic control problems |
scientific article; zbMATH DE number 7847024 |
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The general maximum principle for discrete-time stochastic control problems (English)
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14 May 2024
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discrete-time system
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maximum principle
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variation
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stochastic control
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adjoint equation
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