Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems
2012 ◽
Vol 61
(1)
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pp. 143-147
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2010 ◽
Vol 47
(6)
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pp. 4607-4638
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Keyword(s):
2007 ◽
Vol 39
(3)
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pp. 319-345
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2020 ◽
Vol 26
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pp. 41
2005 ◽
Vol 50
(12)
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pp. 2043-2047
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Keyword(s):