Q4438213 (Q4438213): Difference between revisions
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Revision as of 19:28, 22 February 2024
scientific article; zbMATH DE number 2015378
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scientific article; zbMATH DE number 2015378 |
Statements
2002
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stochastic optimal control
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backward stochastic differential equations
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Riccati-type equations
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completion of squares technique
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linear quadratic problems
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