Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls |
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Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (English)
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1 September 2017
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forward-backward stochastic differential delay equations
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impulse controls
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maximum principle
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optimal control
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