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Publication:3362176
zbMATH Open0753.65053MaRDI QIDQ3362176
Publication date: 1991
Title of this publication is not available (Why is that?)
iterative algorithmsconvex optimal control problemrandom disturbancespenalty function methodsintegral cost functionalstochastic quasigradients method
Stochastic systems and control (93E99) Numerical optimization and variational techniques (65K10) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)
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