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Latest revision as of 21:46, 28 June 2024

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A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation
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    A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation (English)
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    12 December 2008
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    forward-backward stochastic differential equations
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    generalized expectation
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    stochastic linear quadratic optimal control
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