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A parametric stochastic optimal control problem - MaRDI portal

A parametric stochastic optimal control problem

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Publication:1190092

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zbMath0785.93091MaRDI QIDQ1190092

V. V. Baranov

Publication date: 27 September 1992

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

applications Pareto optimal solutions discrete-time model optimal stochastic control computer algorithms

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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