Extremum conditions for a multistep stochastic programming problem with smooth constraints
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Publication:3691425
DOI10.1007/BF01072175zbMath0573.90073MaRDI QIDQ3691425
Publication date: 1984
Published in: Cybernetics (Search for Journal in Brave)
optimality conditionssmooth constraintsexistence of a system of conjugate variablesmultistep stochastic programmingprobabilistic discrete Pontryagin maximum principle
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