The maximum principle for the nonlinear stochastic optimal control problem of switching systems (Q2392780)

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The maximum principle for the nonlinear stochastic optimal control problem of switching systems
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    The maximum principle for the nonlinear stochastic optimal control problem of switching systems (English)
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    2 August 2013
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    switching system
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    nonlinear stochastic differential equations
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    stochastic optimal control problem
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    maximum principle
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    admissible controls
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    adjoint stochastic differential equations
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    switching law
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