stochastic maximum principle
... 随机积分方程 random integral equation 随机极大原理 stochastic maximum principle 随机几何学 random geometry ...
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As a special case of partial information, the general stochastic maximum principle for this kind of fully observed risk-sensitive optimal control problem is also obtained.
作为部分可观测信息的特例,我们给出了完全可观测的风险敏感最优控制问题的一般最大值原理。
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