A new look at the Lagrange method for continuous-time...

Science China Mathematics 2012 / 11 Vol. 55; Iss. 11

A new look at the Lagrange method for continuous-time stochastic optimization

Xue Cheng, JiaAn Yan
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Volume:
55
Language:
english
DOI:
10.1007/s11425-012-4519-3
Date:
November, 2012
File:
PDF, 242 KB
english, 2012
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