"Second-Order Necessary Conditions for Stochastic Optimal Control Problems."

Haisen Zhang, Xu Zhang (2018)

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DOI: 10.1137/17M1148773

access: closed

type: Journal Article

metadata version: 2020-09-29

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Haisen Zhang, Xu Zhang:
Second-Order Necessary Conditions for Stochastic Optimal Control Problems. SIAM Rev. 60(1): 139-178 (2018)

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