Optimality conditions in variational form for non-linear constrained stochastic control problems (Q827552)
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scientific article
| Language | Label | Description | Also known as |
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| English | Optimality conditions in variational form for non-linear constrained stochastic control problems |
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Optimality conditions in variational form for non-linear constrained stochastic control problems (English)
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13 January 2021
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stochastic optimal control
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optimality conditions
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augmented Lagrangian method
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mean-field-type control
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relaxation
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