Existence Theory for a Stochastic Bolza Problem (Q3801464)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence Theory for a Stochastic Bolza Problem |
scientific article |
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Existence Theory for a Stochastic Bolza Problem (English)
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1987
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fixed time interval
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controlled stochastic systems
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existence of optimal open-loop control laws
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superquadratic growth condition
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continuous-time
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