Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints (Q3382780)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints |
scientific article |
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Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints (English)
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22 September 2021
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stochastic optimal control
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convex duality
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numerical approximation
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