Stochastic optimal control of quasi non-integrable Hamiltonian systems with stochastic maximum principle (Q354098)

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scientific article; zbMATH DE number 6188870
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    Stochastic optimal control of quasi non-integrable Hamiltonian systems with stochastic maximum principle
    scientific article; zbMATH DE number 6188870

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      Stochastic optimal control of quasi non-integrable Hamiltonian systems with stochastic maximum principle (English)
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      17 July 2013
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      quasi non-integrable Hamiltonian system
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      stochastic averaging
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      stochastic optimal control
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      maximum principle
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