Necessary optimality conditions for local minimizers of stochastic optimal control problems with state constraints
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Cited in
(27)- Properties for transposition solutions to operator-valued BSEEs, and applications to robust second order necessary conditions for controlled SEEs
- A stochastic maximum principle for general mean-field system with constraints
- Second order necessary conditions for optimal control problems of stochastic evolution equations
- A note on the existence and optimal control for mixed Volterra-Fredholm-type integrodifferential dispersion system of third order
- First and second order necessary conditions for stochastic optimal control problems
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