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Latest revision as of 19:15, 25 June 2024

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Necessary and sufficient conditions of optimality for optimal control problem with initial and terminal costs
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    Necessary and sufficient conditions of optimality for optimal control problem with initial and terminal costs (English)
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    29 May 2007
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    forward-backward stochastic differential equation
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    optimal control
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    maximum principle
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    adjoint equation
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    variational equation
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