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Latest revision as of 15:50, 5 March 2024
scientific article; zbMATH DE number 2015378
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 2015378 |
Statements
2002
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stochastic optimal control
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backward stochastic differential equations
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Riccati-type equations
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completion of squares technique
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linear quadratic problems
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