The maximum principle for partially observed optimal control of forward-backward stochastic systems with random jumps (Q300988)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum principle for partially observed optimal control of forward-backward stochastic systems with random jumps |
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The maximum principle for partially observed optimal control of forward-backward stochastic systems with random jumps (English)
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29 June 2016
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forward-backward stochastic differential equations
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maximum principle
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partially observed optimal control
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random jumps
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