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Latest revision as of 15:02, 11 July 2024

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Stochastic recursive optimal control problem with time delay and applications
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    Stochastic recursive optimal control problem with time delay and applications (English)
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    9 March 2016
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    stochastic optimal control
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    backward stochastic differential equation
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    stochastic differential delayed equation
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    recursive utility
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    generalized HJB equation
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    maximum principle
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