Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449): Difference between revisions

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Latest revision as of 08:01, 14 July 2024

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Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls
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    Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (English)
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    1 September 2017
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    forward-backward stochastic differential delay equations
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    impulse controls
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    maximum principle
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    optimal control
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