Near-optimal control of stochastic recursive systems via viscosity solution (Q1670094)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Near-optimal control of stochastic recursive systems via viscosity solution |
scientific article |
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Near-optimal control of stochastic recursive systems via viscosity solution (English)
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4 September 2018
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dynamic programming principle
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forward-backward stochastic differential equations
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near-optimal control
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super-/subdifferentials
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