ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV)

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Sensitivity results in stochastic optimal control: A Lagrangian perspective

J. Backhoff and F. J. Silva

ESAIM: COCV, 23 1 (2017) 39-70

Published online: 23 June 2016

DOI: 10.1051/cocv/2015039

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