Stochastic optimal control of quasi non-integrable Hamiltonian systems with stochastic maximum principle (Q354098)

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Stochastic optimal control of quasi non-integrable Hamiltonian systems with stochastic maximum principle
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    Stochastic optimal control of quasi non-integrable Hamiltonian systems with stochastic maximum principle (English)
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    17 July 2013
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    quasi non-integrable Hamiltonian system
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    stochastic averaging
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    stochastic optimal control
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    maximum principle
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