Robust stochastic maximum principle for multi-model worst case optimization

Author: Poznyak A. S.   Duncan T. E.   Pasik-Duncan B.   Boltyansky V. G.  

Publisher: Taylor & Francis Ltd

ISSN: 1366-5820

Source: International Journal of Control, Vol.75, Iss.13, 2002-09, pp. : 1032-1048

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Abstract