Lagrangian dual method for solving stochastic linear quadratic optimal control problems with terminal state constraints (Q6423898)

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scientific article; zbMATH DE number 7837342
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Lagrangian dual method for solving stochastic linear quadratic optimal control problems with terminal state constraints
scientific article; zbMATH DE number 7837342

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    19 January 2023
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    math.OC
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    Lagrangian dual method for solving stochastic linear quadratic optimal control problems with terminal state constraints (English)
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