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"Optimization of fully observable nonlinear stochastic uncertain controlled ..."
Farzad Rezaei, Charalambos D. Charalambous, Andreas E. Kyprianou (2004)
- Farzad Rezaei, Charalambos D. Charalambous, Andreas E. Kyprianou:
Optimization of fully observable nonlinear stochastic uncertain controlled diffusion: monotonicity properties and optimal sensitivity. CDC 2004: 2555-2560
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