The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations |
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The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (English)
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1 October 2020
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risk-sensitive control
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forward-backward stochastic differential equations
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stochastic maximum principle
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