The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (Q360987): Difference between revisions

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Property / author: Zhi-Yong Yu / rank
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Property / Mathematics Subject Classification ID: 93E20 / rank
 
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Property / Mathematics Subject Classification ID: 49K45 / rank
 
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Property / Mathematics Subject Classification ID: 60H10 / rank
 
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Property / zbMATH DE Number: 6202567 / rank
 
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stochastic differential delay equation
Property / zbMATH Keywords: stochastic differential delay equation / rank
 
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anticipated backward stochastic differential equation
Property / zbMATH Keywords: anticipated backward stochastic differential equation / rank
 
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optimal control
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maximum principle
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impulse control
Property / zbMATH Keywords: impulse control / rank
 
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Property / author: Zhi-Yong Yu / rank
 
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Latest revision as of 18:55, 6 July 2024

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The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls
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    The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (English)
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    28 August 2013
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    stochastic differential delay equation
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    anticipated backward stochastic differential equation
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    optimal control
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    maximum principle
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    impulse control
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