LQ control of forward and backward stochastic difference system (Q5865445): Difference between revisions

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scientific article; zbMATH DE number 7540798
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English
LQ control of forward and backward stochastic difference system
scientific article; zbMATH DE number 7540798

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    LQ control of forward and backward stochastic difference system (English)
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    13 June 2022
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    partial information
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    multi-multiplicative noises
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    maximum principle
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