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scientific article; zbMATH DE number 6872534
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Stochastic Optimal Control Problems with Control and Initial-Final States Constraints
scientific article; zbMATH DE number 6872534

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    Stochastic Optimal Control Problems with Control and Initial-Final States Constraints (English)
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    24 May 2018
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    stochastic optimal control
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    normal first order necessary optimality conditions
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    second order necessary conditions
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    second order tangents
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