A stochastic maximum principle with dissipativity conditions (Q255511)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic maximum principle with dissipativity conditions |
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A stochastic maximum principle with dissipativity conditions (English)
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9 March 2016
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stochastic maximum principle
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dissipative systems
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backward stochastic differential equation
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stochastic optimal control
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necessary conditions for optimality
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