Mean filed verification theorem

Bensoussan, A; Hoe, S; Kim, J; Yan, ZF

Bensoussan, A (corresponding author), City Univ Hong Kong, Int Ctr Decis & Risk Anal, Hong Kong, Peoples R China.

COMMUNICATIONS IN INFORMATION AND SYSTEMS, 2021; 21 (2): 253

Abstract

It is well known in deterministic and stochastic control that an optimal control can be obtained through a theory of sufficient conditions, so-called ......

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