A maximum principle for stochastic control systems (Q2394354): Difference between revisions
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Property / author: Harold J. Kushner / rank | |||
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Property / cites work: L. S. Pontryagin's maximum principle in the theory of optimal systems. I--III / rank | |||
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Revision as of 19:57, 11 June 2024
scientific article
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English | A maximum principle for stochastic control systems |
scientific article |
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A maximum principle for stochastic control systems (English)
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1964
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probability theory
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