On the Minimum Principle for Controlled Diffusions on Manifolds (Q3472034)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Minimum Principle for Controlled Diffusions on Manifolds |
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On the Minimum Principle for Controlled Diffusions on Manifolds (English)
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1989
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dynamic programming
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adjoint variable
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stochastic minimum principle
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