Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional (Q1643394)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional |
scientific article |
Statements
Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional (English)
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19 June 2018
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stochastic differential equations
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stochastic maximum principle
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constrained conditions
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