Optimality conditions of controlled backward doubly stochastic differential equations (Q3103223): Difference between revisions

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Latest revision as of 10:28, 30 July 2024

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Optimality conditions of controlled backward doubly stochastic differential equations
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    Optimality conditions of controlled backward doubly stochastic differential equations (English)
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    26 November 2011
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    backward doubly stochastic differential equations
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    stochastic maximum principle
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    optimal control
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    adjoint equation
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    variational inequality
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    optimization principle
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