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A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems.
Tao Hao
Qingxin Meng
Published in:
Eur. J. Control (2019)
Keyphrases
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higher order
dynamic programming
distributed systems
intelligent systems
data sets
complex systems
stochastic control
minimum energy
maximum number
utility function
learning systems
building blocks
computer systems
worst case
expert systems
decision making
information retrieval
neural network