The general relaxed control problem of fully coupled forward-backward doubly system (Q1696987): Difference between revisions

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Revision as of 21:35, 19 March 2024

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The general relaxed control problem of fully coupled forward-backward doubly system
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    The general relaxed control problem of fully coupled forward-backward doubly system (English)
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    15 February 2018
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    fully coupled forward-backward doubly stochastic differential equation
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    relaxed control
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    maximum principle
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    adjoint equation
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    variational principle
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