Forward-backward systems for expected utility maximization (Q401458): Difference between revisions
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Revision as of 03:45, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Forward-backward systems for expected utility maximization |
scientific article |
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Forward-backward systems for expected utility maximization (English)
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27 August 2014
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forward-backward stochastic differential equations
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stochastic control
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utility maximization
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convex duality theory
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