On optimal control of forward-backward stochastic differential equations (Q1693961): Difference between revisions

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Latest revision as of 01:53, 15 July 2024

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On optimal control of forward-backward stochastic differential equations
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    On optimal control of forward-backward stochastic differential equations (English)
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    1 February 2018
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    forward-backward stochastic differential equation
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    stochastic control
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    relaxed control
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    tightness
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    Meyer-Zheng topology
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    Jakubowsky S-topology
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