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Pointwise Second-order Necessary Conditions for Stochastic Optimal Controls, Part I: The Case of Convex Control Constraint
Zhang, Haisen, Zhang, XuVolume:
53
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/14098627X
Date:
January, 2015
File:
PDF, 287 KB
english, 2015