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"Non-equivalence of stochastic optimal control problems with open and ..."

Jiongmin Yong, Jianfeng Zhang (2021)

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DOI: 10.1016/J.SYSCONLE.2021.104948

access: closed

type: Journal Article

metadata version: 2021-06-14

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Jiongmin Yong, Jianfeng Zhang:
Non-equivalence of stochastic optimal control problems with open and closed loop controls. Syst. Control. Lett. 153: 104948 (2021)

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