The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039): Difference between revisions

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Latest revision as of 16:40, 23 July 2024

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The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations
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    The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (English)
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    1 October 2020
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    risk-sensitive control
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    forward-backward stochastic differential equations
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    stochastic maximum principle
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