The connection between the maximum principle and dynamic programming in stochastic control (Q3496274)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The connection between the maximum principle and dynamic programming in stochastic control |
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The connection between the maximum principle and dynamic programming in stochastic control (English)
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1990
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maximum principle
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dynamic programming
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super- and sub-differential
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