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- W2158597995 abstract "It is commonly thought that deterministic control is in principle a special case of stochastic control. It is argued that actually the inclusion is the reverse: without the characteristic nonanticipativity requirement a stochastic problem is equivalent to a family of deterministic problems (one for each omega ), and nonanticipativity can be enforced by bringing in a suitable Lagrange multiplier.< <ETX xmlns:mml=http://www.w3.org/1998/Math/MathML xmlns:xlink=http://www.w3.org/1999/xlink>></ETX>" @default.
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- W2158597995 date "2005-08-24" @default.
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- W2158597995 title "Dynamic optimization: a grand unification" @default.
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- W2158597995 doi "https://doi.org/10.1109/cdc.1992.371439" @default.
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