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"Duality Method for Multidimensional Nonsmooth Constrained Linear Convex ..."

Engel John C. Dela Vega, Harry Zheng (2023)

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DOI: 10.1007/S10957-023-02237-W

access: open

type: Journal Article

metadata version: 2023-11-01

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Engel John C. Dela Vega, Harry Zheng:
Duality Method for Multidimensional Nonsmooth Constrained Linear Convex Stochastic Control. J. Optim. Theory Appl. 199(1): 80-111 (2023)

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