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"The general maximum principle for discrete-time stochastic control problems."

Yuanzhuo Song, Zhen Wu (2024)

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DOI: 10.1016/J.AUTOMATICA.2023.111338

access: closed

type: Journal Article

metadata version: 2024-01-03

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Yuanzhuo Song, Zhen Wu:
The general maximum principle for discrete-time stochastic control problems. Autom. 159: 111338 (2024)

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