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Latest revision as of 00:55, 3 July 2024

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Near-optimal control problems for linear forward-backward stochastic systems
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    Near-optimal control problems for linear forward-backward stochastic systems (English)
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    13 July 2010
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    linear forward-backward stochastic differential equation
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    Ekeland's principle
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    near-optimal
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    necessary condition
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    spike variation
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    sufficient condition
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