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Latest revision as of 16:26, 10 July 2024

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A general maximum principle for optimal control of forward-backward stochastic systems
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    A general maximum principle for optimal control of forward-backward stochastic systems (English)
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    27 August 2015
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    stochastic optimal control
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    forward-backward stochastic control system
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    maximum principle
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    backward stochastic differential equation
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    linear-quadratic optimal control
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