Optimal control of forward-backward mean-field stochastic delayed systems (Q1703430)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of forward-backward mean-field stochastic delayed systems |
scientific article |
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Optimal control of forward-backward mean-field stochastic delayed systems (English)
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2 March 2018
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optimal control
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stochastic delay equation
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mean-field
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stochastic maximum principle
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Hamiltonian
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advanced backward stochastic equation
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partial information
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