scientific article; zbMATH DE number 5717342

MaRDI QIDQ3566022zbMATH OpenFDO

Authors Steven Haberman, Alexandros A. Zimbidis

Publication date 7 June 2010

zbMATH Keywords

individual aggregate fundingLagrange multiplierslinear approximationoptimal stochastic control

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)

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