A necessary extremality condition for a set-valued stochastic control problem (Q1366318)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A necessary extremality condition for a set-valued stochastic control problem |
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A necessary extremality condition for a set-valued stochastic control problem (English)
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1 April 1998
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extremum principle
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stochastic dynamic system
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set-valued drift coefficient
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