Gradient method for computing optimal controls for stochastic differential equations (Q3028853)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gradient method for computing optimal controls for stochastic differential equations |
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Gradient method for computing optimal controls for stochastic differential equations (English)
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1987
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gradient method
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suboptimal control
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completely observable non- degenerated diffusion process with controlled drift
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