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Sufficient Maximum Principle for Stochastic Optimal Control Problems with General Delays |
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| Authors: | Zhang Feng |
| Affiliation: | 1.School of Mathematics and Quantitative Economics, Shandong University of Finance and Economics, Jinan, 250014, China ; |
| Abstract: | Journal of Optimization Theory and Applications - This paper is to establish a sufficient maximum principle for one kind of stochastic optimal control problem with three types of delays: a discrete... |
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