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Pointwise Second-Order Necessary Conditions for Stochastic Optimal Controls, Part II: The General Case.

Haisen ZhangXu Zhang
Published in: SIAM J. Control. Optim. (2017)
Keyphrases
  • pointwise
  • weighted sum
  • special case
  • sufficient conditions
  • data sets
  • information retrieval
  • worst case
  • nonparametric regression
  • confidence intervals
  • polynomial approximation