Stochastic global maximum principle for optimization with recursive utilities (Q2296089)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic global maximum principle for optimization with recursive utilities |
scientific article |
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Stochastic global maximum principle for optimization with recursive utilities (English)
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17 February 2020
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backward stochastic differential equations
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recursive stochastic optimal control
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maximum principle
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variational equation
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