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"A Maximum Principle for Optimal Control of Discrete-Time Stochastic ..."
Xiangyun Lin, Weihai Zhang (2015)
- Xiangyun Lin, Weihai Zhang:
A Maximum Principle for Optimal Control of Discrete-Time Stochastic Systems With Multiplicative Noise. IEEE Trans. Autom. Control. 60(4): 1121-1126 (2015)

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