Stochastic global maximum principle for optimization with recursive utilities (Q2296089): Difference between revisions

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Latest revision as of 18:45, 21 July 2024

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Stochastic global maximum principle for optimization with recursive utilities
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    Stochastic global maximum principle for optimization with recursive utilities (English)
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    17 February 2020
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    backward stochastic differential equations
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    recursive stochastic optimal control
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    maximum principle
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    variational equation
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