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  • Search: subject:"Set-valued Stochastic Dynamic System"
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Controlled Differential Inclusion 2 Optimal Control 2 Set-valued Stochastic Dynamic System 2 Stochastic Minimum Principle 2
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Undetermined 2
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Article 2
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Fritsch, Hagen 2
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Computational Statistics 1 Mathematical Methods of Operations Research 1
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RePEc 2
Showing 1 - 2 of 2
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A necessary extremality condition for a set-valued stochastic control problem
Fritsch, Hagen - In: Mathematical Methods of Operations Research 46 (1997) 1, pp. 29-49
For a controlled stochastic dynamic system with set-valued drift coefficient and a terminal cost functional we derive a necessary extremality condition in form of a minimum principle. Copyright Physica-Verlag 1997
Persistent link: https://www.econbiz.de/10010950289
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Cover Image
A necessary extremality condition for a set-valued stochastic control problem
Fritsch, Hagen - In: Computational Statistics 46 (1997) 1, pp. 29-49
For a controlled stochastic dynamic system with set-valued drift coefficient and a terminal cost functional we derive a necessary extremality condition in form of a minimum principle. Copyright Physica-Verlag 1997
Persistent link: https://www.econbiz.de/10010759499
Saved in:
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