A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information (Q1042987): Difference between revisions

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A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information
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    A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information (English)
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    7 December 2009
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    maximum principle
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    stochastic optimal control
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    partial information
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