"A maximum principle for discrete-time stochastic optimal control problem ..."

Bozhang Dong, Tianyang Nie, Zhen Wu (2023)

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DOI: 10.1016/J.SYSCONLE.2023.105631

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type: Journal Article

metadata version: 2023-11-28

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Bozhang Dong, Tianyang Nie, Zhen Wu:
A maximum principle for discrete-time stochastic optimal control problem with delay. Syst. Control. Lett. 181: 105631 (2023)

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