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An efficient gradient projection method for stochastic optimal control problem with expected integral state constraint

Fuente: arXiv

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Bibliographic Details
Main Authors:	Wang, Qiming, Liu, Wenbin
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control 60H35, 65K10, 65C20, 93E20
Online Access:	Acceder al recurso
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