First and second order necessary conditions for stochastic optimal control problems (Q442561): Difference between revisions

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Latest revision as of 12:05, 5 July 2024

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First and second order necessary conditions for stochastic optimal control problems
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    First and second order necessary conditions for stochastic optimal control problems (English)
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    1 August 2012
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    stochastic optimal control
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    variational approach
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    first and second order optimality conditions
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    polyhedric constraints
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    final state constraints
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