Backward stochastic differential equations and applications to optimal control (Q2366091): Difference between revisions
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Latest revision as of 11:04, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations and applications to optimal control |
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Backward stochastic differential equations and applications to optimal control (English)
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29 June 1993
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stochastic maximum principle
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existence and uniqueness
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stochastic differential equation
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matrix Riccati equation
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