Existence of optimal controls for systems driven by FBSDEs (Q539918): Difference between revisions

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Latest revision as of 02:25, 4 July 2024

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Existence of optimal controls for systems driven by FBSDEs
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    Existence of optimal controls for systems driven by FBSDEs (English)
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    31 May 2011
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    forward backward stochastic differential equation
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    stochastic control
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    weak convergence
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    existence
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