Stochastic maximum principle in the mean-field controls (Q1941259)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle in the mean-field controls |
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Stochastic maximum principle in the mean-field controls (English)
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12 March 2013
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mean-field models
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backward stochastic differential equations
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stochastic maximum principle
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linear quadratic controls
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