A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information (Q1042987): Difference between revisions
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information |
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A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information (English)
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7 December 2009
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maximum principle
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stochastic optimal control
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partial information
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