Maximum principle for discrete-time robust stochastic optimal control problem

Fuente: arXiv

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Bibliographic Details
Main Author:	He, Wei
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Probability 93C55, 93E20, 60H30 G.3
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2508.17249