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First- and Second-Order Maximum Principles for Discrete-Time Stochastic Optimal Control With Recursive Utilities.
Teng Song
Bin Liu
Published in:
IEEE Trans. Autom. Control. (2024)
Keyphrases
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higher order
markov chain
machine learning
utility function
neural network
recursive algorithm
query language
data mining
learning algorithm
building blocks
high order
dynamic systems
design principles
maximum number
expected utility
markov processes