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Latest revision as of 08:20, 5 March 2024
scientific article
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English | Linear-Quadratic Control of Backward Stochastic Differential Equations |
scientific article |
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Linear-Quadratic Control of Backward Stochastic Differential Equations (English)
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29 October 2001
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backward stochastic differential equations
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linear-quadratic optimal control
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Riccati equations
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completion of squares
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constrained optimization
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