On approximation by polygons in the calculus of variations
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Publication:4754546
Cited in
(7)- Linear programming approach to the optimal stopping of singular stochastic processes
- Solution of nonlinear optimal control problems in Hilbert spaces by means of linear programming techniques
- A separation principle for partially observed control of singular stochastic processes
- Young measures, weak and strong convergence and the Visintin-Balder theorem
- Surfaces paramétriques généralisées
- Direct approach to the problem of strong local minima in calculus of variations
- Stochastic extensions to necessary conditions in the theory of the calculus of variations
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