Necessary condition for optimality of forward-backward doubly system (Q2516951): Difference between revisions

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Latest revision as of 14:36, 10 July 2024

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Necessary condition for optimality of forward-backward doubly system
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    Necessary condition for optimality of forward-backward doubly system (English)
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    4 August 2015
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    forward-backward doubly stochastic differential equation
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    necessary optimality condition
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    maximum principle
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    adjoint equation
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    variational inequality
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