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A Stochastic Maximum Principle for General Mean-Field Systems

Applied Mathematics and Optimization, 2016
R. Buckdahn, Juan Li, Jin Ma
semanticscholar   +1 more source

Using the Maximum Entropy Principle to Combine Simulations and Solution Experiments

Computation, 2018
Andrea Cesari   +2 more
exaly  

Maximum principle for semilinear stochastic evolution control systems

Stochastic and Stochastics Reports, 1990
Ying Hu, Shige Peng
exaly  

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