Controlled random sequences: methods of convex analysis and problems with functional constraints (Q4256805)

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scientific article; zbMATH DE number 1319777
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Controlled random sequences: methods of convex analysis and problems with functional constraints
scientific article; zbMATH DE number 1319777

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    Controlled random sequences: methods of convex analysis and problems with functional constraints (English)
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    2 August 1999
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    stochastic optimal control
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    convex analysis
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    survey
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    functional constraints
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