Maximum principle for optimal control of neutral stochastic functional differential systems (Q889818): Difference between revisions

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Maximum principle for optimal control of neutral stochastic functional differential systems
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    Maximum principle for optimal control of neutral stochastic functional differential systems (English)
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    9 November 2015
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    neutral stochastic functional differential equation
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    neutral backward stochastic functional equation of Volterra type
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    stochastic optimal control
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    Pontryagin maximum principle
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