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"Stochastic Optimal Control Problems with Control and Initial-Final States ..."
Hélène Frankowska, Haisen Zhang, Xu Zhang (2018)
- Hélène Frankowska, Haisen Zhang, Xu Zhang:
Stochastic Optimal Control Problems with Control and Initial-Final States Constraints. SIAM J. Control. Optim. 56(3): 1823-1855 (2018)
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