Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional (Q1643394)

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Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional
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    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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