Necessary and sufficient conditions of optimality for optimal control problem with initial and terminal costs (Q3440803): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and sufficient conditions of optimality for optimal control problem with initial and terminal costs |
scientific article |
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Necessary and sufficient conditions of optimality for optimal control problem with initial and terminal costs (English)
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29 May 2007
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forward-backward stochastic differential equation
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optimal control
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maximum principle
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adjoint equation
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variational equation
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