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"Stochastic optimal control subject to variational norm uncertainty: ..."
Farzad Rezaei, Charalambos D. Charalambous, Nasir Uddin Ahmed (2009)
- Farzad Rezaei, Charalambos D. Charalambous, Nasir Uddin Ahmed:
Stochastic optimal control subject to variational norm uncertainty: Dynamic programming and HJB equation. ECC 2009: 1185-1190
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