Existence and optimality conditions in stochastic control of linear BSDEs (Q3103219): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and optimality conditions in stochastic control of linear BSDEs |
scientific article |
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Existence and optimality conditions in stochastic control of linear BSDEs (English)
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26 November 2011
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backward stochastic differential equation
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stochastic control
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maximum principle
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