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"Proximal Point Algorithm for an Approximated Stochastic Optimal Control ..."
Wilfried Grecksch, Frank Heyde, Christiane Tammer (2000)
- Wilfried Grecksch, Frank Heyde, Christiane Tammer:
Proximal Point Algorithm for an Approximated Stochastic Optimal Control Problem. Monte Carlo Methods Appl. 6(3): 175-190 (2000)
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