A global maximum principle for stochastic optimal control problems with delay and applications (Q2243004): Difference between revisions

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Latest revision as of 02:36, 27 July 2024

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A global maximum principle for stochastic optimal control problems with delay and applications
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    A global maximum principle for stochastic optimal control problems with delay and applications (English)
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    10 November 2021
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    stochastic optimal control
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    stochastic differential delay equations
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    anticipated backward stochastic differential equation
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    maximum principle
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    linear-quadratic control
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