scientific article; zbMATH DE number 3534380
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Publication:4110894
Optimality conditions for problems involving partial differential equations (49K20) Newton-type methods (49M15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)
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