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"Pointwise Second-Order Necessary Conditions for Stochastic Optimal ..."

Haisen Zhang, Xu Zhang (2017)

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DOI: 10.1137/15M1045478

access: closed

type: Journal Article

metadata version: 2020-07-09

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Haisen Zhang, Xu Zhang:
Pointwise Second-Order Necessary Conditions for Stochastic Optimal Controls, Part II: The General Case. SIAM J. Control. Optim. 55(5): 2841-2875 (2017)

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