Conjugate convex functions in optimal stochastic control

1973/11/01 by Jean-Michel Bismut, Jean‐Michel Bismut · 48 citations
Mathematics · Economics, Econometrics and Finance · Computer Science · #Fuzzy Systems and Optimization #Economic theories and models #Optimization and Variational Analysis

paper · doi:10.1016/0022-247x(73)90066-8

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