First and second order necessary conditions for stochastic optimal controls (Q501633): Difference between revisions

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Latest revision as of 06:12, 13 July 2024

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First and second order necessary conditions for stochastic optimal controls
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    First and second order necessary conditions for stochastic optimal controls (English)
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    9 January 2017
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    stochastic optimal control
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    Malliavin calculus
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    necessary conditions
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    adjacent cone
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    variational equation
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    adjoint equation
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