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Stochastic optimal control and decomposition-coordination methods. I: Theory. (English) Zbl 0851.93075

Durier, Roland (ed.) et al., Recent developments in optimization. 7th French-German conference on optimization, Dijon, France, June 27-July 2, 1994. Berlin: Springer-Verlag. Lect. Notes Econ. Math. Syst. 429, 72-87 (1995).
MSC:  93E20 90C15 93A15
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