Stochastic maximum principle for nonlinear optimal control problem of switching systems (Q2349600)
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scientific article; zbMATH DE number 6446645
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| English | Stochastic maximum principle for nonlinear optimal control problem of switching systems |
scientific article; zbMATH DE number 6446645 |
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Stochastic maximum principle for nonlinear optimal control problem of switching systems (English)
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17 June 2015
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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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adjoint stochastic differential equations
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switching law
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0.9699289798736572
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0.9368896484375
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0.9205073714256288
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0.8816133141517639
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