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- W2891448454 abstract "A new criterion functional for stochastic optimal control problems, that is, a fractional criterion is introduced. The state is governed by a system of stochastic differential equations. In order to characterize the optimal value of our problem, the parametric method which is well-known in the fractional programming of the mathematical programming is developed. Finally the efficiency of the Dinkelbach algorithm is discussed." @default.
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- W2891448454 date "2018-09-19" @default.
- W2891448454 modified "2023-09-26" @default.
- W2891448454 title "An existence theorem for a fractional stochastic optimal control problem" @default.
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- W2891448454 doi "https://doi.org/10.1080/02522667.2018.1424088" @default.
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